Hi,
thanks for your post, and sorry for the trouble.
Unfortunately, I'll have to disappoint you here. Something like this is not possible with TablePress. It can only manage and show its own tables, but not tables from external source like a database tables.
For that, you could take a look at the commercial wpDataTables from http://wpdatatables.com/ (I have no affiliation or connection to this, and I have never used this, I just thought, I'd mention it).
Also, you could develop custom PHP code that creates the HTML code for your table from a DB query and then manually load the DataTables JS library from http://www.datatables.net for the sorting, etc.
Regards,
Tobias