1 - Go to the Activities tab in Golden Cheetah and select 'Import from file' in the Activity menu bar (up left)
2 - Select the .gpx or .tcx file from your HD directory. An Import Files window pops up. Here you can change the date -or leave it as it is- and click Save. Then click Finish. You will see your activity already imported and the date is displayed on the left column. All the Activity details on the right section of the screen.
3 - You can directly go to the Train panel (by clicking Train on the upper icons bar, right below the Menu bar) or you can select another Activity first, but the one selected is the one to use for the Workout creation.
4 - In the Train panel, left section, click on the 3-dash icon to the right of 'Workouts', a menu is deployed, click on 'Create Workout via Wizard'. A pop-up window is displayed, select 'Import Selected Activiy (xxx)'. Click Next. Then you selected Activiy with a graph and some data is displayed. Click Finish and a Save Workout window pops up where you can select the HD directory to save the workout for this Activity !
5 - And that's it ! You will have your new workout listed under the Workouts left section of the Train panel, ready to perform.