How to access external data

It really depends on what you want to interface with...

You may have to write your own library, but there should be no issues with doing this.  Anything you can do with PHP you can do with CodeIgniter.  For example, PHP has a SOAP class you could use, or you could use cURL.  You might find someone has already written a PHP library or utility class to communicate with the web service you choose and it would be a trivial matter to write a CodeIgniter library class to serve as a wrapper.