Hello @Treesa George ,
Azure IoT Central is built on top of Azure IoT and specifically the IoT Hub.
This is a message cloud gateway so that devices connect to it in a secure manner.
If you want to ingest data from a 'third party API', you need to put logic in between.
Check out how the bridge for Azure IoT Central works (which is open source).
Although this Azure Function is HTTPS trigger-based (so it waits for incoming calls coming from other services), the logic is generic.
You can derive your own Azure Function by reusing most of the code.
I imagine a timer-triggered Azure Function which can pull the data from that service.