Gcode Flavor mach 3/4

at Gcode Flavor if i choose Mach 3/4 , Can I connect the controller Mach3 that my router has?

No,

The Mach flavors just create g-code to transfer to Mach it self not replace it. MillMage will never control or replace Mach.

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Is this because MACH 3 is not open source like GRBL ?

This is because Mach 3/4 basically are the same thing as GRBL - the actual code that controls your CNC machine. GRBL, however does nothing unless gcode is sent to it. So it needs a “sender”. Software that takes gcode and streams it to grbl, typically over a USB serial connection.
Mach, however, is both the controller AND the sender. But there’s no option to split those two functions apart. There is no way for MillMage to be the sender for Mach.

Mach3 is the controller. Mach contains all the information about limits, steps per inch, etc, and just sends motor step pulses over the USB to that board - The board itself doesn’t know anything about gcode - Mach does all the translation for it, and has no facility to allow external software to send it.

To support that board, or others like it (SmoothStepper, etc), we’d have to take over the part that translates gcode into step and direction pulses, and then figure out how to talk to it - it’s not as simple as just sending the board gcode.