You can import a sketch file (.sketch) in a couple of ways. You can simply Drag & Drop your sketch file saved on your computer directly into your canvas.
Alternatively, you can import it using the file browser -
Importing into a new project
Click on the [+] icon on the Homepage and choose a use case
Now click the design file icons on the top-right corner of the Page Design Panel
On the modal that appears, click on the Browse button
Locate and select the sketch file (.sketch) saved on your computer and then click Open
Depending on the file size, it can take a couple of seconds to finish the import process.
Importing into an existing Project
Open the project from the Homepage.
Click on the Change Page Design icon located on the top of the canvas in the editor.
Now click the design file icons on the top-right corner of the Page Design Panel