Yes, this is supported using the RQM Excel/Word Importer.  See the following samples ( <RQM Excel Import Utility installation directory>\Samples) :

Test Cases made from scripts.cfg
TestPlan with TestCases 001.cfg
Testplan_Testcase_Testscript_TER_Environment_Iteration_AllInOne.cfg

I would like to point out an adjustment that you need to make to your test case/test script model that you are using.
When using RQM to manage your tests, you must maintain a one test case to one test script relationship as multiple test scripts attached to the same test  case indicate alternative implementations and not a sequence of test scripts.  In order to run a sequence of test scripts to test something, you use a test suite to run a set of test cases and select the appropriate single test script to run for each test case.

When you go to look at your test results, only the last test script executed shows up as the current result in your test case execution record (TCER).  Therefore if you ran the same test case four times with a sequence of four test scripts, only the result of your last test script would be reported and the other three would be in the test case result history.

Bottom line is that in order to accurately report your test results, you need to maintain a one test case to one test script relationship.  Using test suites is the best supported way to run a sequence of test scripts.  Alternately if the test scripts are fairly small and can be identified as "keyword" sequences, you could also build a single test script that consists of including the four keyword test scripts in a sequence.  This preserves the one test script to one test case relationship but permits the maintenance of the test scripts as "keyword" scripts.  Everywhere you re-use the keyword is updated when you update the keyword script.