Good morning,
After you install Blue Kenue and then start it up, you will find a "Help" item in the menu bar at the top.
Select the "Reference Manual..." option and documentation should open (using your default *.pdf viewer, likely Adobe Acrobat on Windows).
In the Blue Kenue Reference Manual that opens, search for "Loading and Importing Data Items"; an explanation is there for "how to load or import data".
Hope that helps... Alan