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Third Party Data Integration

We are using a third party service (Paychex) to handle payroll data including time clock usage. The current requirement is to "integrate" this data into our SAP environment to allow querying and reporting. The Paychex service provides an API with support for SOAP, XML, and JSON.

Question: What needs to be done in SAP to leverage the 3rd party API to allow pulling the data into SAP? The goal is to be able to perform this operation at least daily and must be automated. I would guess an ABAP program using the API can be created and then set up on a schedule. While I understand APIs I don't understand how to go about using a non-SAP API in ABAP. I've been searching around and have seen many posts and videos about various tools including SAP B1 DI Server, DI API, BI WS, etc. All of this information seems useful but I'm not sure where to start or if this is even needed.

In my mind I would prefer to open a data connection from SAP to Paychex that could be queried as needed but maybe I'm oversimplifying the solution.

I'm sorry if I left out any details but I'm still learning SAP development and this is a new topic for me.

Thanks for any help!

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