Too long for a comment...
Look at some of their docs for examples. seems like they have a very similar platform to Arduino.
Their forums suggest making the connection is not trivial, but may be
All that's saying is you can't simply plug in a sensor into your Arduino like a shield, because it's not a shield. You'd have to hook up the connections to the right pins and then use their libraries and code to communicate with it.
That involves reading their documentation and code to figure out what pins it uses to communicate with what. You may have to modify the code slightly to work with Arduino (mainly changing pin numbers).
All in all, I wouldn't invest my time or effort into it. Don't lock yourself into a product that isn't intended to be used the way you're using it. You'll get no support from the company and there's no guarantee future versions of their product will work. Or things like this (from the forum link):
Anyway, I'm afraid the Libelium's sales policy implies a minimum first
order including five Waspmotes, five batteries and one Gateway.
Simply not worth the effort. You'd be much better off making your own sensor board to fit your requirements.