I agree with @Macca as it is also not clear what you try to get. The question is so vague that you cannot expect an answer to be helpful. However, to give you an idea, here is how I would do it:
- Use Script.Util.HttpRequest(url) to retrieve whatever content from your external web service
- format the response in the data structure you need
- insert into a data extension
You should read into WSProxy - createBatch.
If you explain your request in more detail and show what you have done so far, you may get more detailed help.