Are you not using the internal GPS of the camera? That writes the co-ordinates into the EXIF metadata and the photos should show up on the LR map.
Mike Hoffman has a video tutorial on synchronizing a GPS tracklog.
If you are talking about the tracks than these instruction from another site should work. You shouldn't need this as 99jon had the correct answer.
An easy solution for getting the tracklog files into Lightroom is as follows:
Step 1: Download the kmz file from the GP-E2 onto your computer. Next, open the file directly in a program like Winzip on a Windows computer, or Stuffit on a Mac. A .kmz file is actually just a compressed version of a .kml file, so using Winzip or Stuffit, you should be able to extract a file with the .kml extension. Alternatively you can probably just change the file extension of the file from .kmz to .zip, double click on the file and let your operating system do the rest of the work for you.
Step 2: Once you have the extracted .kml file, use a utility such as GPSBabel (available for Windows, Mac and Linux for free) to convert the file from the “Google Earth (Keyhole) Markup Language” to “GPX XML” format. This should change the file into a format that Lightroom can use, and it should preserve all of the important information in your tracklog that you need.
Step 3: The last step is to import the converted track file into the Maps module of Lightroom, load your corresponding photoset, and let Lightroom do the rest of the work for matching your photos to your tracklog.