Hi @reneecheung and welcome to the forums! It sounds like setting up a REST API resource to the external website is your next step here. Have you given that a shot? Docs are here Connect a REST API | Retool Docs.
Once you have connected the resource, you can POST and GET (more docs here Query REST APIs | Retool Docs) data depending on your needs. With the REST API, I find the Query JSON with SQL is often very useful to get to what I need from the REST response and import it into my database (you guessed it, docs here 
Query JSON data with SQL statements | Retool Docs).
Let us know as you go if you are looking for something more specific. Happy building!