I had a quick search for WEBM files and found that even the likes of Adobe and Microsoft are only recently providing support for this format in the likes of Flash players and Explorer. Magix will no doubt add native import facility at some point. For the time being you'll have to do a conversion first and then bring the clips into MEP. Many users here recommend Super(c) though getting to the actual download link can sometime be a bit frustrating because it's several pages down and there are many ads to avoid. This link had the real download link to the setup file at the bottom: http://www.erightsoft.com/S6Kg1.html
I downloaded a sample WEBM file. It played fine in VLC (my main video player) which then allowed me to convert it to any of a variety of formats. (I chose MP4 as you can see - in the higher quality screenshot, not Magix's low res offering.)