Lawrie,
One of the features of MyEclipse is that it automates compilation and deployment of your applications so you don’t normally need an Ant build file.
I can load each of the modules as a separate WAR or Java projects,
That’s exactly the way you should do it. Each MyEclipse Web project can then be deployed using the Deployment Manager dialog to any configured application server. Infomation on how to use our web projects is in the “Working with Web Projects” quickstart in the Documentation Section. In the advanced section is information on how to get MyEclipse to deploy your Java projects if your web projects need them in order to function properly. But all this is automatic, once configured.
However, if you really want to keep your ant file in a project, don’t import it. The easiest way to incorporate it is to just drag it into a project from the Windows Explorer view of the file system. It will simply be an XML file in your project that you can then execute tasks by right clicking and selecting Run As.. > Ant build…