If you resave an excel file as a CSV you might be able to import some data that way, with a lot of mapping of fields. Really depends on what type of data you're talking about importing though. Importing isn't very well done in OpenERP, especially from an end-user's perspective. Word documents won't work, and PDFs are just images (more or less) so that definitely won't work.

If you want to try importing data, start by exporting some already existing data to see what it looks like.