How do you import terragen terrain files to 3dgs?

Well, you need to export the heightmap generated by terragen, not the terragen file itself

Export the created landscape as SGI Image. The Gimp for example opens this picture format then. And there you can convert it to bmp, pcx or tga. Then in MED choose file / import / terrain from image. Voila.

When you also need the texture, well, that one is a bit tricky. Because you need to render the terrain from the top. With the correct angle and lightning. You don't want to do that, believe me. The result would be useless as a texture for a terrain. Too small in size

Better use multitexturing shaders and texture your mesh from scratch

but the texture can looks good with a detail map

Agreed. But the output of the non commercial version of Terragen is pretty small. You end in a 512x512 texture ...