Import a GPX file?

Is there a way for me to import a GPX file containing several locations and have RouteXL plot the most efficient route?

Import of files as such is not possible at all.

But if you can extract the locations from the GPX file, you can import those. In the Import dialog is a textarea where locations can be pasted from any application. Coordinates as lat,lng are accepted.

To extract locations use some online tool, like:
http://www.gpsvisualizer.com/convert_input