In some instances you may want to include map layers that are not hosted on ArcGIS Online and come from your own ArcGIS Servers or a third parties. This is fine. Just include the layer in your web map and it will be picked up. If the ArcGIS Server is only visible internally then only those who can access these layers will be able to see them.
You will need to ensure that any data sources that are coming from other servers have Cross-Origin Resource Sharing (CORS) enabled on them.