Winds Aloft Import - Some Questions I Don't See Answered in Manual

Yes. Always prior to start a flight I load the flight plan into AS2012. I create a text file, enter the data required there. After that I select the name (ie KATLOMDB) And change the file extension form .txt to .wx after that I cut the file and paste it into PMDG/WX sub folder. Resuming the story, I think the .wx is being correctly import to the FMC due to the fact that after I select to import the file appears something like W next to every waypoint.

You really should try AS2012 sp3 beta and follow the steps i have posted above, its free after all, and im having no problems with the whole beta pack so far.

and yes after you see the "w" (providing you have clicked RTE DATA>WIND DATA REQUEST) click the LSK key next to the W and you will see the winds for that waypoint.