How do I connect a MongoDB database with ThingWorx?

You can use JDBC to connect to any data source that allows for one step authentication.  Download the preferred JDBC driver and use the JDBC Extension creator from the Thingworx Marketplace...

https://marketplace.ptc.com/apps/195356/jdbc-connector-extension

This will create an extension to load into the Thingworx platform which creates a new template.  Create a Thing from this template and set the configuration for the needed MongoDB fields (these can be found with a quick web search).  You can then create services that are SQL queries to interact with the Database.