I am not familiar with MarkLogic. But I would imagine that anyway that you can connect to it outside of Qlik (ODBC, OLEDB) you should be able to do inside of Qlik.
Unless you can find someone who has already done this and can tell you specifically I would just try the different options and see what works.
I work on the Alliances and Partner team at MarkLogic. ODBC connectivity should work from Qlik to MarkLogic. There are few ways to materialize your documents in a format suitable for Qlik. Also, Qlik's REST Connector should work for MarkLogic REST endpoints though we haven't tested that internally.
Contact me off line (email@example.com) to share specifics about your requirements and we'll get you going in the right direction.
For the broader community, I will share back the results of this effort.