Do I need to create a new module and insert it in Odoo 9 or can I just use an existant module ??

As long as you want to create or update data which are part of the Odoo ORM (see https://www.odoo.com/documentation/9.0/reference/orm.html#reference-orm-model ), you do not need an Odoo Module. If you want to create or update data which is not part of the Odoo ORM, you have to extend the Odoo ORM first by developing an appropriate module. But that has nothing to do with sending data to Odoo, that's a functional issue.