Salesforce supports 3 way to connect external system using Salesforce Connect
- oData 2.0 or oData 4.0
- Cross Org Adapter
- Custom Adapter using Apex Connector Framework
oData 2.0 or oData 4.0:
oData is Open Data Protocol. REST based integration. This is standard way to connect your external system if Salesforce supports or External system supports.
Cross Org Adapter:
Get data that stored in another salesforce org. Used Force.com REST API to integrate with another salesforce org.
Apex Connector Framework:
you need to build your own connector using Apex connector framework in Force.com platform.