We can insert PriceBookEntry record using Salesforce REST API.

1. Create a Connected App in Salesforce.

Callback URL should be https://{Your Domain}.my.salesforce.com/services/oauth2/callback

Example:

https://test-ec-dev-ed.develop.my.salesforce.com/services/oauth2/callback

2. Get the Access token.

Endpoint URL:

https://test-ec-dev-ed.develop.my.salesforce.com/services/oauth2/token

3. Use the Access Token from Step 2 and make a POST Request to create the PriceBookEntry record.

Endpoint URL:

https://test-ec-dev-ed.develop.my.salesforce.com/services/data/v56.0/sobjects/PriceBookEntry/