You cannot transfer miles from other airline programs into M&M.

The quickest way to status is to fly in First where you receive 3 times the actual flown miles for your flights (i.e. 15000 miles for a flight 5000 miles long), or to fly intra-European international flights in Business, where LH credits you a flat 2000 miles per flight. Domestic flights within European countries in Business will earn 1500 miles per flight.

The HON Run mentioned above makes use of the 2000 mile credit - if you fly something like MUC-ZRH-GVA-VIE-GVA-ZRH-MUC on Swiss (costs about 700 Euros, I think), you will get 11000 miles (2000 + 1500 + 2000 + 2000 + 1500 + 2000). The run can be done in a single (but very long) day. Three of those, and you're almost FTL already.

Once you've reached Frequent Traveller, you will get a 25% Executive Bonus on flights with certain airlines, but let's worry about that when you get there...