API/Intergration Paylocity & Salesforce

Hello,

I am wondering if there is a way to integrate 3rd party apps like Salesforce & Paylocity? I want to pull reports on training, completion, and certifications from Paylocity. I might be able to export them via .CSV file but I am not sure where I would import them. I'm not sure how they want Salesforce integrated yet but I was just putting it there in case this was already being done.