Hello Ray,
One way to import a midi file is to drag and drop it in from the browser or the OS file system. Another way is to use the menu File > Open and select any "document" file type that Studio One supports (not audio files) and select a midi file or any other supported document type (midi, Capture Session, OpenTL, etc, "documents") and open it.
File > Import is for media files, audio files or other media file types, *wav, *.aiff, etc, etc, so "documents" will be filtered out for selection there.
