Model driven app cannot conenct with any other datasource except Dataverse unless we use any Power Automate in the middle to store the data in the Dataverse. In such scenario, we may need to develop a Canvas app to connect directly with the connectors and use them to embed in the MDA.
Please follow the below steps in the video to embed the app in MDA
Please see the below video to know , why we need custom connector in Power Platform and how to create a custom connector
Creating Covid tracker – chat bot to integrate with free open source API