This a good article that describes how to integrate a third party application with D365FO using Data management framework Data Packages and REST API : https://azureintegrations.com/2019/10/15/d365fo-interacting-with-data-management-frame-work-using-rest-api-for-delta-changes-on-entity/
AX – D365FO – Integrate D365FO and a third party application using DMF Data Package and REST API
AX / Dynamics 365 For Finance and Operations blog 