It's certainly possible to create an interface for bringing in external data and mapping it into your system's data model. But somebody has to write those transformation rules, the logic that, e.g., takes the XML returned from the BGG web service and turns it into something meaningful. Technical folks can do that, but enabling an end user to do that seems, to me, Very Challenging.
(I'm totally speculating about BGG having a web service. It's just an example.)
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(I'm totally speculating about BGG having a web service. It's just an example.)