Is the use tXDataClient with OpenApi/Swagger.json possible?

I found the OpenAPI (Swagger) importer from Wagner and tried to use this - without success.

Missing Units etc. Is there a actual description, how we can use XData to request to an existing OpenAPI/Swagger endpoint?

I believe you are actually asking if XData can import a Swagger/OpenAPI document and generate classes for it? In this case, no, the closes is indeed the OpenAPI Delphi Generator.