We would rather say this plainly than let you find out after installing: there is no way to bring an existing training history into SetGrip today, from any app or file.
What you can do is keep the old history as a file. Strong, Hevy and most trackers export CSV. Store that file in iCloud Drive or Files and you keep every past workout, while SetGrip records everything from your first session onward. SetGrip's own CSV and JSON export works the same way in the other direction, so you are never locked in.
Import is a frequent request on the feature board. If it matters to you, that is the place to say so.