This window opens when you select, from the top menu bar, Avatar → Upload → Import Linkset, or Build → Upload → Import Linkset.
It allows you to import objects which you have previously exported. For more general information on exporting and importing, see here.
First click on the Choose File button, which opens the file picker window so you can browse to the file you wish to import.
Once the file has been selected, you can specify import options:
Click the Import button to start the import. The object will be created near you - unless you are importing an attachment, in which case it will automatically attach once created.
Closing the Import window before import has completed, may crash you, so don't do that.