Import is a connection direction type. When creating a connection, you can choose to create an import or export connection. An import connection will import sheet data from one or more spreadsheets into the current Google Sheets document from which you opened the add-on.
To create an import, start Sheetgo from the add-ons menu. Go to the big green plus sign and select import. Next, you have to choose whether to simply connect, consolidate or append your data while doing the import. These features are covered in separate articles which you can find on our help center, too.