Mechanic is an event-driven platform. This means that all data used by Mechanic needs to arrive in the form of an event. (The only exception here is Shopify itself: see Interacting with Shopify).
To create events using third-party data, use one of these techniques:
Use the HTTP action to request the data you require, subscribing to mechanic/actions/perform to actually use the downloaded data.
Use Mechanic's webhooks to POST your data directly to Mechanic.
Use inbound email to deliver your data to Mechanic, either in the message body or as an attachment. See Receiving email.
Use the HTTP action, using standard HTTP requests, with options for authenticating with custom headers.
Use a cache endpoint to save your data to an unguessable URL, where an external service may download it.