To Import an FBX File

Select File > Import > Exchange File Types > FBX (*.fbx) .
The Import dialog opens.
To change the filter, select AutoDesk (R) FBX Files (*.fbx) from the Files of type: list.
(Optional) To select a different source disk drive or directory, choose the desired drive or directory from the Look in list.
Select the desired .fbx file.
Click Options.
The FBX Open File Settings dialog opens.
Turn on the desired file settings and click OK.
Click Open.