You can use a plugin such as MooPlug or another option is to import as a reference into a global container field to see if it will give you an error.
Thanks for the container idea. I assume the script step would look something like this:
Set Error Capture ON
Insert File ( Reference; ContainerField; ImportFile)
If Get ( LastError ) > 0
But that results in a File Open dialog when the appropriate file isn't found. Is there a way to prevent that dialog?
I notice that ScriptMaster (360Works.com) includes a CheckWhetherFileExists function, which solves this nicely.