As far as I understand, OPENQUERY is the MS SQL Server version of having remote DB access.
That sort of functionality can be achieved via Smart Data Access (SDA) in SAP HANA.
See the documentation for details on that.
Just generally: it would be very helpful if you not only ask for a specific command but rather about what you want to do with it. Also, non-standard commands like OPENQUERY might not be known to people who are not used to your specific platform.