Hi Ulisses, fbx and stl files contain data in the form of faceted polygon meshes which is different than the CAD NURBS surfaces and solids that MoI uses for modeling.
Moi can export to a polygon mesh which it does by dicing up large surfaces into little flat pieces but it is not very straightforward to try and go the reverse direction. So that's why MoI can export to fbx or stl formats but does not import those formats.
To use as a reference you can use the Obj23dmWireframe converter from https://moi3d.com/resources that Pilou mentions above, it will convert polygons in an .obj file into a .3dm file with lines for the polygon edges which can then be opened in MoI.