Go to the dialog in FEFLOW where you want to use the data (for example, '3D slice elevation'). Use 'Assign' - 'Database' and click 'z coordinates'. In the upcoming dialog, select an interpolation method (I'd recommend inverse distance weighting with 1 neighbor in case you have a fine grid with many points). Click 'Import time-constant data', choose the 'dat' file format, choose the columns for X, Y, and Z in the dialog and import the data. Click 'Start' to start the interpolation.