...import a project that uses a Makefile?

Is it possible to import a makefile?

No, it is not possible to import a makefile.

You can however create a project that uses an externally built executable. To do this click, File > New > New Project, select an Externally Built Executable project template for the device you are targeting and when prompted set the External Build Options > Executable File project property to point to the executable file you want do debug.