Yes, you can.
When you import MIDI files via File > Import...
Logic creates a new software instrument track and loads an EXS24 piano on the track by default.
When you drag a MIDI file onto the Arrange from the Finder, no new track is created and no new instrument is loaded. Also, you can import multiple MIDI files by dragging them into the Arrange... unfortunately, they will sit on top of each other on one track.
Both methods are good depending on what you want to achieve.