Integrate dynamics 365FO with 3rd party tools
The first phase is requirement gathering. I'll assume you mean communication with some other system, although "to integrate with a tool" can mean other things too.
Start with business requirements, such as that some information must be send to another system, or received from somewhere or so. Then consider things like required response times, the expected amount of requests and data, requirements regarding reliability (e.g. what should happen if the other system can't be reached or a message gets lost), whether the systems have direct visibility and so on.
When you have an idea of which systems needs to communicate and what type of messages they'll exchange, explore what integration options they offer. For example, if you want to call some other systems from F&O, the system must offer something that can be called, or a way to download a message they you store somewhere (e.g. in a message queue shared by the two systems).
Then you'll be in a position when you can start design the solution. You're not there at the moment, because "I want to integrate dynamics365 F&O with third party tool" can mean anything.
