The correct forum is under
Hero Lab Forums.
When you open the import window, I believe it's showing your last service used. Yours is blank because you haven't used it before. At top left of that blank page is a Browse button, which should show you the locations/services available to you, such as "On My iPad," "iCloud Drive," and any other services you've installed with apps that plug into the Files interface.
If you can't locate those, you'll probably get more complete advice in the HLC forum.