External RSS Feed in View
The simplest method is to use the Aggregator module included in core.


Enable the 'aggregator' module in core
Add your RSS feed in Configuration > Web services > Feed aggregator
On the same page, click 'update items' for your feed to retrieve the RSS feed and parse the items
Create a view that will show 'Aggregator items'
(Optional step for multiple feeds) Add a filter criteria for 'Aggregator feed: Title' to only show items from the specified feed


To do more advanced functionality you will need to use the Feeds module from contrib. That module will parse the fields from a feed into content nodes.