you need this module: https://marketplace.mendix.com/link/component/2888
and follow this documentation: https://docs.mendix.com/appstore/connectors/database-connector/
especially the Prerequisites:
The JDBC driver libraries (.jar extension) for the databases you want to connect to must be placed inside the userlib directory of your Mendix application
jdbc:postgresql://xyz-rds-instance.ccnapcvoeosh.eu-west-1.rds.amazonaws.com:5432/postgres), you need to place the PostgreSQL JDBC driver .jar inside the userlib folder
If the JDBC driver you are looking for is not listed here : https://docs.mendix.com/appstore/connectors/database-connector/#links
If you intend to connect to SQL Server using integrated security, please be aware that the JDBC driver in the userlib folder needs to match the version supplied with the Mendix Platform (via the runtime/bundles/ folder inside the Mendix installation directory).
This may help you.