Ah, ok, sorry, I thought you were trying to egress. We don't have something as easy as a webhook built in, but given some of the things on the roadmap, I wouldn't guess it's very far off.
For opening alerts in LM, what you need is an EventSource. You'd do this with a Groovy script that would execute on a schedule and go fetch the current list of alerts to open. The most frequently this can be done is every 1 minute. Your Groovy script would hit the Rapid7 API to get the list of alerts that are new since the last fetch and return that list of alerts to LM. Each item in the list would open an alert.
However, I imagine there's a better opportunity here. What does Rapid7 do for you today? Could this be better accomplished by writing a custom DataSource to pull the raw data into LM?