Что там импортировать ? Там написано Установить плагин
Вот инстуркция с самого файла xml:
<!-- To import this information into a WordPress site follow these steps: -->
<!-- 1. Log in to that site as an administrator. -->
<!-- 2. Go to Tools: Import in the WordPress admin panel. -->
<!-- 3. Install the "WordPress" importer from the list. -->
<!-- 4. Activate & Run Importer. -->
<!-- 5. Upload this file using the form provided on that page. -->
<!-- 6. You will first be asked to map the authors in this export file to users -->
<!-- on the site. For each author, you may choose to map to an -->
<!-- existing user on the site or to create a new user. -->
<!-- 7. WordPress will then import each of the posts, pages, comments, categories, etc. -->
<!-- contained in this file into your site. -->