Lightning Connect provides seamless integration of data across system boundaries by letting your users view, search, and modify data that’s stored outside your Salesforce organization. For example, perhaps you have data that’s stored on premises in an enterprise resource planning (ERP) system. Instead of copying the data into your org, you can use external objects to access the data in real time via web service callouts.

Check the below link for step by step process to implement

https://www.infallibletechie.com/2016/05/how-to-view-external-data-in-saleforce.html

Cheers!!!