Hi @ ,
i think, you have to write a kind of service for that. The service could be authenticated via implicit flow with tokens provided by the portal itself: https://docs.microsoft.com/en-us/powerapps/maker/portals/oauth-implicit-grant-flow .
The servcie could either be azure hosted or via your traffic router hosted locally.
The challenge on that approach is to have your local db and app running and beeing reachable 24/7 .
If i were to deal with this i would rely on online services and push (may be only part of) the data to an online platform. Azure is not a bad choice for that 🙂 . Just my taste 🙂
Another approach could be virtual entities ( https://docs.microsoft.com/en-us/powerapps/developer/data-platform/virtual-entities/get-started-ve ), if your data contains guids as keys and the database is reachable from the dataverse via the connector.
The third apprach is to push your mysql data into the dataverse. If the data is not gigabytes, this is usually the best approach, because after that you have all security and backupstuff you might need.
Ah, and once the data is available via that service or in the dataverse, its easyliy displayable by html with liquid templateing.
Hope this points in the right direction,
Christian