Before trying to import anything, make sure you've created all the entity types and properties that you plan to import to.
Choose a file and you'll be presented with a form.
The default import form
First select the Entity Type to import into. After that, select the criteria to match an Entity to a row in your file. Finally, set the matched Entity's properties to columns in that row.
If a row doesn't match any entity, by default it will be ignored. You can choose to create an Entity instead. However, if doing so, you need to set a unique Name property. The import will fail if there is no Name.
You can do the same when setting Relationships, where you don't need a Name, but a target Entity must match. If you want to create the target Entity too, you must match a unique Name otherwise it will be ignored.
Importing a CSV that creates new rows for any unmatched names.
Supported File Formats
CSVs are a file format that most spreadsheet software can export to so check your "Save As..." or "Export" options and choose "CSV". You MUST have column headings.
If you're using scripts, you can export to an array of JSON objects.