The first kind is a "project file", with an XPS extension. These allow you to save and reopen animation projects. You can't import these into iMovie directly. Instead you'll need to save an MP4 / AVI movie file.
To save a movie file, click File > Export in SME Animator. Walk through the windows that appear, and you'll have created a file that you can import into iMovie!
Watch the video tutorials below for more detail