The most simple way to record a connection to an object outside Jira is to use a web-link to the item (this obviously assumes the system holding the remote object exposes it on a specific url, like Jira does with its issues).
If web-links are unsuitable, then you probably want to look at custom fields in Jira. If you need to store data in Jira that is not a custom field content on an issue, then you should be looking to code for "active objects" for Server apps, or writing your own app in Forge if you are looking at Jira Cloud.
----- from Google:
如果不适合使用Web链接，那么您可能希望查看Jira中的自定义字段。 如果您需要在不是问题的自定义字段内容的Jira中存储数据，那么您应该在为Server应用程序的“活动对象”编写代码，或者在查看Jira Cloud时在Forge中编写自己的应用程序。
Ok, you don't need to use Forge to develop apps for Jira, but you will find it makes it easier.
Forge is documented at https://developer.atlassian.com/cloud/jira/platform/getting-started-with-forge/
But later in the same space, you'll find the stuff about actually writing without any specific tools, it's not all Forge driven.
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