You can import MIDI files to Guitar Pro and work with them in the default project, however the latest version does not save as *.gp3 file, instead it uses a *.gpx file. If you need a specific version of Guitar Pro project, you probably need to find that exact version of the program.
Convert MIDI-sequention sound to Guitar Pro 3 project.
We found one software available in the database for this conversion.
Microsoft Windows software - convert midi to gp3 on Windows
Multi-track editor and music composer for guitars
Convert from midi file format
The table with program actions contains information about what each program is capable of doing with their files. This may be a good pointer for further searches for certain file conversions and help you find the converter you are looking for if our search result is insufficient for you. However, it is far from perfect and may sometimes show results which are not really usable because of the nature of the software handles the files. So a conversion that appears as possible, just because of matched actions, may in fact not be possible.