In light of recent announcements, made by Sony, regarding the upcoming PlayStation 4 and how it will not support Audio CDs and DLNA at launch, Microsoft has stepped up to the plate and confirmed their console's playback and streaming capabilities.
Speaking to PAR, it was confirmed the Xbox One will, in fact, support streaming technologies like DLNA, but also proprietary mechanics like the Play To one, which is available on PCs using Windows 7, 8, or 8.1 along with Windows Phone devices. In addition, playback of Audio CDs is possible while playback of .mp3 is a tad iffy. It would seem, judging by the information, that you cannot import music however you will be able to stream your content. Allowing such feature in game would, in theory, allow you to listen to your own music during gameplay.
The alternative is to stream music through an Xbox Music Pass subscription, similar to the Music Unlimited subscription service operated by Sony.