I'm able to import models in FBX from Mixamo, but only for one animation sequence. For example, I created a model using their free Steam version, then used their free locomotion pack which adds quite a few basic animation sequences, like walking, running, turning, etc. They provide the download either as all animations in one FBX file (all in a single sequence), or it can be downloaded as the model/skin + first animation FBX and additional animations are in separate FBX files. I imported all of the FBX files into Leadwerks and then tried to load the additional animations into the skinned model but nothing happens I clicked File, Load Animation.
I also ran into another problem related to this. Mixamo's models are huge. So I resized the height (Tools, then Resize) and in doing so I lost the animation. It appears that just saving the model causes the animation to be lost.
Here's a link to the zip containing the FBX's files. It's the zip directly from Mixamo: