This is a request that we have received a lot in the past days. In our previous research for this feature, we flagged some improvements in Penpot that ideally should be done before in order to have smooth transitions. We are currently rethinking how we could tackle this situation due to the change in the needs of the community.
In the meantime, the best option is to export your Figma files or objects to SVG and then import them to Penpot.
For more information about this, join the conversation here: https://community.penpot.app/t/feature-request-ability-to-import-sketch-adobe-xd-or-figma-files-into-penpot/