This window is a shortcut to the various import tasks that are available in Amateur Invest. It is an "Import Wizard". You can do more advanced importing and exporting in the "Imp./Exp" window, but this window here, is easier for the day to day tasks.
Select the tasks you wish to have executed or push the "Check" button.
Once some of the items have a checkmark next to them, you can push the "Execute" button, and have the tasks done.