Yes, most AutoML tools will integrate in some way with external data sources, such as Snowflake, Amazon S3, relational databases (Oracle, MS SQL Server), document databases (MongoDB, etc.), or even enterprise systems like SAP and Salesforce.  Full-featured platforms like Dataiku and DataRobot have connectors built-in or available as plugins.  Programmatic tools can ingest data from any source for which the language has a connector; for instance, PyCaret can effectively connect to any data source with a Python connector library.