Great question,
You may be able to get some guidance from this tutorial:
http://help.skuid.com/m/models-conditions-filters/l/679635-using-azure-active-directory-with-the-mic…
Some of the basic requirements for connecting to an external data source are:
1. Accessible via a URL endpoint (including an authentication scheme that we support)
2. Payloads are JSON.
Please see this link for more information about connecting to data sources.
Hope this helps!