Hi Boris,
FEFLOW does not allow to load ESRI ASCII grids directly. I recommend to export the mesh nodes as shp, attach the values from the .asc grid to the points in a GIS system, and import the elevations back to FEFLOW. Alternatively, you can convert the .asc grid to points and use these for interpolation in FEFLOW. The latter option, however, will give you a very large point file that is not required with the former one.