Hey @William_DeVar - it looks like @Shawn_Optipath has put you on the right track here. 
Generally speaking, the Retool platform connects to various data sources, but doesn't store much of its own data. The notable exceptions to this are the Retool DB and Retool Storage products, both of which are just raw resources in the sense that they don't have any additional API endpoints defined on them.
If the third party system that you're using isn't able to write directly to a database, then you'll likely need to insert a server between the two. A workflow is one such option, but it could also be a separate service or even a custom piece of software.
The above is a very high-level explanation, but hopefully it helps clarify your options! Let me know if you have any specific questions, as I'm happy to help out. 