You can import MIDI files to Guitar Pro and work with them in the default project, however the latest version does not save as *.gp5 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 audio to Guitar Pro 5 project.
We have found 2 software records in our database eligible for .mid to .gp5 file format conversion.
Microsoft Windows software - convert mid to gp5 on Windows
Multi-track editor and music composer for guitars
Convert from mid file format
The tables with software actions are a good pointer for what a certain program does with various file types and often may give users a good hint how to perform certain file conversion, for example the above-mentioned mid to gp5. However, it is not perfect and sometimes can show results which are not really usable because of how certain programs work with files and the possible conversion is thus actually not possible at all.
Apple macOS / Mac OS X software - convert mid to gp5 on OS X
Mac version of the popular tablature editor