Importing an outside consultant's xer file

Hello, I've not had the opportunity to import a file (project). We run r8.2 client. An outside consultant is requesting we import their primavera schedule. I am very hesitant as to what problems this could bring along with it, since it's not part of our master schedule framework. 

Advice or suggestions, toggles to check (keep existing, do not import, etc.)?

Thank you.