How to import data from industrial connectivity (KepServerEx)?

What do you mean by Remote Client?

For that matter when you say any data source is that for importing or to provide to?

In Thingworx there is a Remote Thing that can directly be mapped to from KepServer in the Properties setup, that will then expose the tags to that remote thing and allow you to pull them into Thingworx seamlessly.

KepServer itself supports several other protocols to transfer data to other targets besides that.