In fact if you use the import wizard it would import into maildir format by default. I just tested it and verified it works.
If you have a mbox you can create a new mailbox in the maildir format and copy paste the mails. also tested.
Ahh.. I just exported to MBOX which is the only option Claws offered and then went to IMPORT and I selected the 2nd option which was MBOX / Unix format I believe it said, and everything imported beautifully!
Chris