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,
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