Hey Reem,
Well, in my experience, you cannot import the UIs designed in Figma, in Mendix,
What you can do is, take Figma as a reference and then customize the Mendix UI yourself.
For the reference, you can take a look at these docs,
https://docs.mendix.com/studio-how-to/theme-customizer-how-to-customize-design/
and
https://docs.mendix.com/studio7/theme-customizer/
Hope it helps!
Yes you can import it easy.
1.go to tab left side
2.find images folder in module and click open.
3.click button add or ctrl+n
finish.