If you have a MIDI file in itunes, that means it is located somewhere in a file on your computer. Just drag that file into a MIDI track on ableton (either in a scene or in arrangement view) and you should be fine. Add an instrument and it should work.
I don't know why you have the MIDI file in itunes in the first place... I'm pretty sure apple is moving away from MIDI support... it's not supported at all on the new operating systems from what I've heard.
I would assume the poster doesn't know what a midi file is and thinks his songs in his iTunes library are in a file format called Midi. You know because music...
It doesn't matter though for him, because what everyone said works the same way if you want to import your songs into Ableton Live.
Just locate the source file in your file browser and drag into the empty space next to the tracks. A new track will be created containing a clip with your file (song)