If you are running WampServer on your local machine, import means restoring the dump file that you have (in sql format)
Here are the steps
Change the directory to Mysql bin directory. It will be like
c:\wamp\bin\mysql\mysql5.7.14\bin
It would be better to keep the dump file in the above directory( we can delete, after restoration)
Hope you have created the database (either through phpMyadmin or using command line)
Then type the command mysql.exe -u root -p databasename < filename.sql
Please note the difference, it is 'mysql.exe' not 'mysql'