My try with CM was that yes it accepted PGN imports. But only one game from a file, rather than the whole collection. The manual says yes. But many players I asked said no. CM almost has no tech support. I got better information from those who post at Chessville.
But Finfangfoom may be correct. Patches for CM 10 indicate pgn imports.
Reference patch 1.03 for version 9.
My Mac version which is made by Feral, and the older version made by UBI
(who manufacturer the CM for Windows) kicked in one game from a PGN file.
From my knowledge I am not the only to have indicated CM pgn and downloads. Will have to try again, and let you all know.
Unlike most of you I was using CM since version I, which came on one
handwritten single sided floppy disk. Any game over 90 moves crashed.
(I tried to enter a game from Tal-Botvinnik match that went over 90 moves).
In those days you had to enter one game at a time into a database.
Shredder by the way now has in the manual that downloads are possible.
With HIARCS I probably have 2 million games.
Shredder a few thousand.
CHessbase (Without Fritz) is growing.