The direction in which planets are supposed to orbit their host star is prograde -- i.e., coincides with the direction of rotation of the star. The reason for this is that the said motions are pre-defined by the direction of rotation of the nebula that gave birth to the stellar system.
This said, it is not impossible (at least in principle) that the stellar system captures an alien object flying by, and makes it another planet. Possibly, on a retrograde orbit.
The probability of this event is extremely low, because a typical fly-by velocity is high (kilometers to dozens of kilometers per second). It is therefore not apparently obvious how the captured body would get rid of the redundant energy. A temporary capture is possible, though, -- a known fact from the theory of three-body problem.
Suppose for the sake of argument that a temporary capture happened in the early aeons when the remnants of the disk were still around, so that they helped the newcomer to dissipate enough energy to stay permanently. Also, suppose that its orbit is retrograde. Sadly, the fate of such a system cannot be predicted without numerical modeling. The system may, e.g. turn out to be chaotic -- but then, again, it is impossible to estimate the Lyapunov time without numerics.