With Magento you have the ability to access it's API using the Simple Object Access Protocol (SOAP). This enables you to retrieve data from your Magento site for use in many other applications.
The Magento API docs describe this ability in detail and can be reached by clicking here.
A more user friendly description can be found on Inchoo by clicking here. This describes the tasks you will need to undertake in order to send SOAP requests to the Magento API.
A very good video on the subject can be found on YouTube at https://www.youtube.com/watch?v=W0oNhw-4RG0 which shows the task in a few simple steps.