To import a shapefile, simply drag and drop it into the map window. The layer will then begin the importing process, and will automatically appear on your map surface and within the layer manager on the sidebar.
You can also click the ‘Import’ button on the top bar where you get the option to choose a file from your computer’s file explorer.
The files types that can be imported are:
.zip / .shp / .prj / .dbf / .kml / .kmz / .las / .laz / .geojson