Yes. You can import sub tasks from your ms project files into Zoho Projects.
No. You cannot import empty tasks and its associated dependencies into Zoho Projects.
When independent tasks are imported, then MPP filename will be set as the default tasklist name for such tasks.
Yes. Notes, percentage completion and priority will be imported from your MPP file. But the constraints of a task will not be imported as Zoho Projects does not currently support this feature.
The supported versions are MS Projects 2007, MS Projects 2010 and MPP 2013.