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