The Data Import menu item is placed at the end of the Settings menu.
In order to see it, you should go to your guiconfig.php file for iCRM Professional or the appconfigdata.php file for iCRM Basic found in the icrm instalation root and uncomment (remove // before the string) DEFINE(DATAIMPORT_USED,1);
After that please save the file at its directory and refresh the application by clicking iCRM menu item.