You can’t use WPDB to connect to databases that aren’t MySQL/MariaDB based.
There are no WordPress APIs or WP based solutions that will do this. Instead you will need to use a general PHP solution inside your plugin, and should look at general PHP resources and communities, not WP ones.
I can also guarantee, that this will require additional PHP extensions to be installed, not just PHP code. Doing this will require root access to the server, and will require your host to get involved.
You should consult with stack overflow on how to use that PHP extension, and Serverfault for how to install it, either way you have left the realm of WordPress expertise and knowledge.
As an aside, have you considered setting up a REST API at the other end you can talk to?
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