Probably not directly – having read Tom Johnson’s adventures in Markdown (idratherbewriting.com), I suspect that you need to go to HTML first, and then import that. But try experimenting & let us know what goes on.
The only options for importing are Word (Doc and DocX, FrameMaker, HTML, PDF and XML. Unless this "markdown" is one of those, I'm going to say it likely isn't possible. But if you can convert it to one of those, then sure!