Probably would be a very big deal but I'd like to know what you think would happen.
The only big deal is that aliens would no longer be classified as anomalous. Otherwise, not so much. The martians are so stupid that their force are succumb to common germ. Although we might suffer badly, we would recover without problem.
Serious, if the Foundation ever want to play a planetary conqueror, I'm pretty sure the first step after landing there is to take environment sample and analyze them.
If you follow the timeline of the novel (turn of the 19th century) and popular wiki headcanon, this would be very early in the time of the Foundation. Most of the characters would probably have just changed their secret membership papers over from being HMFSCP. No SRAs, no MTF Nu-7 ("Hammer Down"), definitely no on-site nuclear warheads, you couldn't even produce titanium or beryllium outside of small amounts in a laboratory.
In the book the only thing that could take down a tripod was an ironclad (whose crew had already been cooked) ramming into it, and that was mostly due to sheer mass.
I can kinda see it going a few ways, here's a couple at least.
1) Exactly like the book. The Foundation can't do shit, it's apocalyptic, the Martians die of cold, and they do some kind of early Lethe/antimemetic/SCP-2000 kinda stuff to cover it up. Or the Martians get written up as an -EX.
2) The Foundation fights back. A bunch of MTFs get valiantly pasted with the regular army. Then you get to the post-apocalyptic "Book 2," where isolated people survive underground as the aliens collect humans and drain their blood. Then hidden Foundation folks pop out from their shelters and give it a go. Maybe they engineered a new cold bug, infected some D-Class, and let them get nommed. Or maybe they come out swinging with 1800s-y SCPs (with a bit of tweaking to fit the story.): let the Chronicles of the Daeva update a couple of chapters, or break out Tesla's teleforce. (Those are the ones I can think of off the top of my head.) Edit: Whoops, too early for the Teleforce. Lord Blackwood then.
If you follow a later timeline (2005)… meh. The Foundation has nigh-limitless resources and more-or-less modem tech, them winning or losing is 100% author fiat. 1938 might still be kinda fun, plenty of WWII stuff is on the table.
The War of the Worlds franchise is in the public domain (excluding the film rights), just like the SCP Foundation from a certain point of view. So how about one of us (me) write a proper War of the Worlds/SCP crossover, either a feature-length tale or an SCP. I'm pretty sure we could make it work, right?