No, .xpo files are not imported automatically, you have to do that explicitly.
The most common approach is to start AX client (ax32.exe) with -AotImportFile parameter (e.g. ax32.exe -AotImportFile=c:\temp\x.xpo).
Another option is to use X++ objects, namely SysImportElements class. See an example in my article about T4 templates for X++ code generation.
Don't forget to compile your AX application and - if needed - synchronize database and generate CIL code.