No, such functionality is not what xlsxwriter offers.
This package is able to write Excel files, but as importing HTML you describe is using MS Excell GUI functionality and as MS Excel is not an requirement of xlsxwriter
, do not expect it to be present.
On the other hand, you could play with Python to do the conversion of HTML to spreadsheet data yourself, it is definitely not drag and drop solution, but for repetitive tasks this can be much more productive at the end.