Hi Residentx10,
In SharePoint Online, you can create Business Connectivity Services (BCS) connections to data sources, such as Windows Communication Foundation (WCF) web services, that are outside the SharePoint site. Here are some articles for your reference.
Notes on Business Connectivity Services (BCS) in SharePoint Online
Make an External List from a SQL Azure table with Business Connectivity Services and Secure Store
For the REST service in SharePoint Online, you may find the following article helpful:
Web Services in SharePoint Online
Thanks,
Maggie Li