I think that first you need to have modeled the mysql database using Odoo models in a module, create a database and install the module, next you could do an ETL process to bring the data to Odoo. You could also reuse existing Odoo models if apply. Note that every model that match a table in the postgres database will contain more field than the existing in the mysql database like create_date, create_uid, write_date,write_uid, id