How do you import a project into PPM, for example from Microsoft Project?

You can round-trip with Microsoft Project MPP files (versions per SAP Note 1326709; needs write access to project elements + admin rights to project items; configure field mapping in SPRO's MS Project Integration; phase/checklist/task types must map to MS Project enterprise fields). XML import also works.

You can also download a project plan with the roadmap viewer (e.g. the transition-to-S/4HANA roadmap) and import via Project Management → Import Project (MPP or XML).