Sorry, no that is not possible. You can include your wave-file into a project.
To do that you use a Sample-track,
https://lmms.io/wiki/index.php?title=Wo ... th_Samples
but a wave-file, or any other rendered soundfile, cant be 'de-spanded' into separate segments. You will find several programs that claim to be able to it, but the results are not impressive. If you look at a spectrum a single instrument, you will see that all normal instrument sounds -or human voices, has elements of all frequencies, so even if it was possible to 'sort' frequencies in a wave-file, you would loose some frequencies
That is why it is extremely hard, to 'pick' clean instrumental sounds from a rendered soundfile.
Besides that, since you are new in Forum
Welcome ReikoBeats !
Here are all important links:
http://lmms.io/forum/viewtopic.php?f=1&t=4740
-A few rules and useful forum instructions