Go to the Help menu and choose About. At the top, to the right of the version, do you see the word 'Evaluation'? If so, then Andrew's comments hold and you cannot use importing with an evaluation version. Contact your Adagio consultant (or Softrak customer service to get a consultant if you don't have one) to evaluate Adagio with a full working copy.

If this is a registered version of Adagio and the function to import is grey from the File menu, then Ralph's comments hold. You need to access File / Group Setup and allow importing. If you do not have access to this function either, then you need to talk to the person in your company who is the Adagio administrator and have this enabled for you.