I am integrating the Forex GainCapital API in my PHP code. But these API is only available in Java and .Net (I don't know both of them). Here is the link http://api.efxnow.com/DEMOWebServices2.8/Service.asmx. So, is there any way to get the data from a .Net or Java API from PHP?
By looking at the link you posted, it seems like these are SOAP web services.
So you don't really use the actual API (the actual classes) but rather call a service over HTTP.
In php you can use SoapClient.
Did you try PHP/Java Bridge?
The PHP/Java Bridge is an implementation of a streaming, XML-based network protocol, which can be used to connect a native script engine, for example PHP, Scheme or Python, with a Java virtual machine.