Feature selection in machine learning

I need to clarify the following. Sci-kit provides RFE to determine feature importance. If I have categorical data in my dataset, and RFE needs to be applied directly on the without encoding the categorical data with onehot encoding. Then will the result from RFE correct? i.e. If I have Categorical data column named year, then 1990 will be considered less important than 2013 also for a column like city name label encoded numbers do not provide importance for city likewise. Or is there a specific way to determine feature importance for a dataset with categorical features??