Slack posts can contain a limited set of Markdown-like formatting. The Mattermost Slack Importer currently parses links in this format and and translates them to Markdown when importing Slack posts. However, none of the other formatting features are supported.
A full description of the formatting supported by Slack can be found here.
The code where the existing conversion of links takes place, and where any additional formatting conversion should take place, is in the function SlackConvertPostsMarkup in api/slackimport.go. The unit tests for this method can be found in the method TestSlackConvertPostsMarkup in api/slackimport_test.go.