At one point there was a press release http://www.safe.com/about/news/press/archive/41/ but I don't remember hearing anything about this since. Now I think there's MPSuperShape and a couple other third-party tools from tiny vendors, but I don't know of any major vendors providing support for import into MapPoint.
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My understanding is that it is supported but the support is specifically for the web XML flavour. I'm not currently aware of any third-party plugins, but that doesn't mean they don't exists. If the format is a text based format or CSV 'like' you may be able to build an output that clones the required structure using the existing writers in FME.
http://www.safe.com/fme/format-search/microsoft-mappoint-web-xml/index.php
We'd only made a plugin for MapPoint, and it only worked with point data. To be clear, this would add a menu item into MapPoint that allowed import into it -- but workbench could not be used, and it was only for interactive small data volume situations.
For FME 2013 we're planning to completely drop it, sorry. The web format was for a related product that Microsoft had which I believe is also discontinued.