I don't think "integrate" is the right term. You can access the data using PHP functions like mysqli_query()
but any of the usual WP functions to access the database, including $wpdb
methods, will not work because such data needs to be in the WP database.
You thus need to be responsible for the connection details yourself that are usually done behind the scene by WP functions, which is why I say "integrated" is not the right term. Regardless of what I call it, you can access the data.