Creating Posts/Pages with this plugin?

Yes, it is possible. Get the right CSV sample files here as reference. There is no need to create category manually unless you need to import category slugs and descriptions. The categories mentioned in csv that doesn’t exists will be created on the fly.

Thanks a ton!
Just to get this right:

Does this plugin create the slugs automatically (i.e. xyz.com/state/city/name-of-the-city)?

Yes, this is default by wordpress itself. Also you can override by mapping a csv column to slug field attribute. Kindly review our plugin, this will help us a lot.