Hi, am surprised no one has answered your question, I personally have no experience with your version of program, I am trialing Movie Editor Pro Plus 2015, and the only settings I can find where one can sellect the video formats they wish to import are found by clicking in the letter y on your keyboard, and then opening the system tab, from where you will see a box near the bottom right where you can sellect the file types you wish to ipmort, as you can see from the image below, MPEG is marked in red, if your program is like this, they you will be able to import all assosiated MPEG files, of which mp4 is one of them, click on the image to make it bigger.
May be this will help, if not contact magix support.