An MXD file is a proprietary ArcMap document file that contains information about the map, its layers, and display items such as symbol and layer properties. An MXD file does not contain the geometry of the map.
Bentley Map V8i and OpenCities Map CONNECT Edition do not utilize MXD files, instead you can directly reference/import SHP files. The settings used for the import or attachment are stored in an import settings (IMPX) file. The IMPX file stores items such as the files used, the symbology settings, the properties/attributes selected and spatial extents.
An IMPX file provides the same function to Bentley Map V8i and OpenCities Map CONNECT Edition as the MXD file provides to ArcMap.