The various file importers *only* work with the file types they are named for - LWO reader, OBJ reader, etc. More file type importers should be available upon final release and the existing ones will be improved and debugged.
For now you can of course simply export in a format that TG2 can load. Almost every modern 3D application can export to OBJ, including C4D, Max and XFrog. If you have troubles with OBJ format objects crashing on rendering or rendering all black, try right-clicking your newly imported object, click Save Object As to export as TGO, naming and saving, then reloading using a TGO reader instead of OBJ reader. This seems to help in some cases.
Also keep in mind that the FAQ refers to the *final release*, not the Technology Preview. Any promised features referenced there are only valid for the Final Release and not necessarily what you are able to use now.
- Oshyan