Here is an example: https://modelshare.mendix.com/models/5b1aa87c-794e-4900-9359-fa9fccf166a0/string-to-template-status-enum
If you want the Excel Importer to automatically populate the correct enum value, you need to make sure that the value in the Excel file is the enum key value instead of the caption value. If you use the enum key values they will get mapped automatically.
In case that's too much of a hassle, the alternative is what Ronald is suggesting.
You need to convert the data with a processing microflow in the excel import template, because for the import it is considered flat text and he can't convert that without any help.