Below is an example, which shows how to import set labels in Excel using gdxxrw.
set i /i1 one i2 two i3 three i4 four/; $gdxout test.gdx $unload i $gdxout $onecho > task.txt set=i rng=sheet1!a1 values=YN set=i rng=sheet2!a1 values=NoData set=i rng=sheet3!a1 values=String $offecho $call gdxxrw test.gdx @task.txt $call shellexecute test.xls
You may also check this example (contributed by Tom Rutherford): http://www.mpsge.org/exceltable.html