You only can use mxml files in Flex/FlashBuilder. They use a component model different from Flash Pro.
With enough knowledge you could "translate"all the functionality and change most of the components manually, though.
But there is no "automated" conversion, as far as I know.
Even if I have the flex swc loaded in it will not work?
You could use the precompiled flex.swc theoretically, but you will run into some trouble if you don`t have at least some programming experiences.