TpX can import Enhanced Metafile (EMF), though not 100% correctly. Under Windows most reasonable programs, which produce graphs, can either export them as EMF files, or copy to clipboard as EMF. To capture EMF from clipboard, use "Tools">"Capture EMF". EMF can also be just pasted from clipboard (though this is not recommended if physical units must be preserved). TpX can also import old-style Windows Metafiles (WMF).
Another TpX import format is Scalable Vector Graphics (SVG) based on open international standard created by W3C. As the format is very rich TpX can understand only some basic subset of it.
There is a possibility to use pstoedit utility to import EPS and PDF. Set the path to the program in "TpX Settings". The utility could be downloaded from http://pstoedit.com/.