Some advice from the past dozen migrations or so I was involved in:
Do NOT try to bypass the SAP system and import into the SAP database directly. Don't even think of it. If anything goes wrong, you have shredded a production system - and you're the one who's getting the blame.
Decide whether you want a migration-type scenario (a single transfer) or a permanent interface (transfer every n minutes/hours/days). This makes a huge difference (for example: in migration scenarios you'll usually won't have to worry about updating the same record over and over again - in a permanent interface, you'll have to take care of this). If you have to change your decision later on, you'll usually have to start from scratch.
Get someone who knows both the SAP module involved and the way the module is customized and used in your system. You might need various experts - a consultant with in-depth knowledge of the module and a key user with detailed knowledge about the way the actual data is entered and used.
Make yourself familiar with the data dictionary structures involved. You'll need this knowledge to correctly map your input data to the SAP structures.
Ask the expert if there are any interfaces available. If there are, then the expert should be able to tell you more about it, including documentation. If there aren't any, you'll have to create something yourself.
For a migration scenarion: Perform a manual entry of representative records with a key user to make sure you have all of the details covered (Which field contents go where in the SAP system? Do we have all data for all of the required fields?). In many cases, you can use the transaction recorder (SHDB) to keep track of what you entered and especially of the technical field names.
Take a look at the Legacy Systems Migration Workbench (LSMW). It might seem a bit complicated first, but it's a great tool for many purposes.