Yes you should, at least on my GNex running 4.2.2 have a folder on your internal storage or sdcard called " Alarms " .
Drop your alarms in there and they should be recognized..
FWIW, its been a while since I did this but I think that is the proper way... Same to be said for "Ringtones" and "Notifications" they also have folders too...
Either way. You can use your computer via USB to move them or download them to your device however you like and move them using a file management utility app like ES File ExplorerDo you do this on your computer or do you use a file cabinet app? If so, which one.?
Sent from my totally awesome Sprint Galaxy Nexus, even if I don't know all its secrets yet.