There are a couple of ways to do this. One, you can create an executable on the other non-sap system that you can call from SAP as a system command. So let us say you write a unix script that takes a value as input and returns a flag as output. Within the script you will check that value against this non-sap database. In SAP, you will create a system command in SM69 and then execute it in your program via function module SXPG_COMMAND_EXECUTE.
Alternatively, you can use the RFC route but you need to setup RFC connection between the two systems.
You can also bring this validation table into SAP as a one time or periodically updated table and then do the validations within SAP.
