Hi Winters_Vex,
To import a resource you must first create a resource package. To do this, open the Resource Manager and click "Add Package" in the top left, it's one of the small buttons right above the explorer. Name your resource package and then you will be able to import resources to it.
You can also see the "Add Package" button
here.
Note that if you used the Larian exporter, the expected file extension will be ".lsm".