If you have a CCLI SongSelect account, you can easily import lyrics into Worship Extreme. Click the "Songs" button in the command toolbar at the top of the app.
Once your account is connected, use the filter on the left to search your song library as well as SongSelect.
To remove or change the connected SongSelect account, navigate to Settings by clicking the gear icon in the upper right, then choose "Connections".
Note: Importing from SongSelect requires a paid SongSelect subscription.