Yes it is quite possible and there are several approaches depending on whether you roll you own connection - more complicated and time-consuming - or if you use more specialized connectors. Qlik has it's Qlik Web Connector offering where some connectors are beta and as such for free for existing customers and partners like Office365 Mail/Contacts/Calendar Connector. It is also possible to use Qlik Web Connetors - general web connector which is a premium web connector meaning you have to pay extra to use it.
If you roll-your-own it depends on the version of SharePoint what kind of SharePoint API you need to use. It demands more web-skills and web-service skills than using a connector. Microsoft has made several different APIs supporting various new versions of SharePoint through the years making it a bit more complicated to get an overview. The latest iteration is Microsoft Graph (has nothing to do with graphics or diagrams to do). There are OData which is a standard Microsoft has been instrumental in developing which might be used too.
It also depends on what you want to access at the SharePoint site. Is it "pure" SharePoint lists with items (form based info) or is it connecting to SharePoint-hosted files like Office files and other documents?
Third parties like CData provides both ODBC drivers and OData drivers that support SharePoint: