It seems that you can import only MOXF files in the editor. Before you can do this, you need to create such a file by going to File > New. To import a file, you need to go to File > Import MOFX File. Additionally, you can import waveforms files in AKAI, AKP, WAV, AIFF, MP3 and OGG file format. To be noticed that you can import to MOXF only Motif XF files, make sure to save your files to that format. Using other file format like Motif XS will not work.