Currently animations can be imported through Collada format only. Check Export Animations when you export the Collada from your modeler software.

If the file contains animation you'll have separate modules in the graph that represents the animation of the subobjects. Also by default you'll have a Sequencer connected to them, so you can start/stop the animation right away. But you can use multiple sequencers as well to drive different object groups separately.

There's no detailed documentation on this topic, but here you can see a brief example on loading an already exported anim:
https://youtu.be/mF1W917vQXA?t=2395
(You can also find this scene among the Getting Started tutorial files.)