I am not an expert in Thingworx, but I know that it can very easily call any RESTful API. It seems like Microsoft have added a RESTful API to their 2016 version of Dynamics CRM.
The MS Dynamics ERP does not have a RESTful API, so you might be able to use the SQL database connector from the marketplace. This connector will allow you to query data from the database, I am not sure if you will want or even be able to write to the database. Bear in mind that "integration through a database" is difficult to get right and generally a bad idea for integrating off-the-shelf products.