You can create database links from Autonomous Database to Non-Oracle databases.

• Create Database Links to Non-Oracle Databases with Oracle-Managed Heterogeneous Connectivity
  Autonomous Database support for Oracle-managed heterogeneous connectivity makes it easy to create database links to non-Oracle databases. When you use database links with Oracle-managed heterogeneous connectivity, Autonomous Database configures and sets up the connection to the non-Oracle database.
• Create Database Links to Non-Oracle Databases with Customer-Managed Heterogeneous Connectivity
  Use DBMS_CLOUD_ADMIN.CREATE_DATABASE_LINK to create database links from an Autonomous Database to an Oracle Database Gateway to access Non-Oracle databases.