PHP / Wordpress website help

Hello everyone !

First of all thank you for everything I’ve learned so far thanks to this website and community !

I would like some help regarding a website I’m trying to build. First of all, My web development knowledge are quite poor so far but I’m still learning.

My issue is that I would like to display some informations related to each user on my Wordpress website obviously the user data would be private for each user.

Right, now my first question would be how could these data been displayed ?
I take it for now as it should be a simple PHP script querying our database and returning the data depending on the user (correct me if I’m wrong).
So this brings me to my main issue, which is how to safely send data to my database (linked to Wordpress) from an external application. Let me clarify this, i basically have a C++ desktop app that would be sent to each user and these desktop apps should return some data, so now I would like to send these data to Wordpress (well, i suppose to send it to the db) and display it for each user.
I obviously have no clue how to do this or where to start ?
I can make web request from my app, I’ve also heard creating an API maybe a solution.

That would be absolutely awesome if someone could give me an explanation on how to do this or at least guide me to one these course that could give me some more clarification !