Import from separate database?

I have a scraper on my VPS server that scrapes data from various places and puts the data in a dedicated database for the scraper.

On the same VPS/Server I have a WP Site that I want to add some of that data to.

All the WP All Import documents seem to talk about importing from a file, but none seem to explain how to get data from a database.

Can WP All Import, import data directly from a database?
OR do I have to set up a separate process for outputting the DB contents to a file so WP All Import can access it — less keen on this idea because, well, what’s the point of dropping all that data into a databse if it has to be replicated onto a file to be accessed?
And that file would need to be updated every time the DB was, so it would be better to simply access the DB directly.

Does anyone know how?
Or how to do this?
Thanks!