I hear about alot of people importing lessons,how does this work and how do i do it?
also is it a good thing to do?

Thanks!

Go to Help (top right hand side) and follow the instructions. You can import lessons from the Internet and they will be integrated with the LingQ system.

@Josh Mcdonnell: "also is it a good thing to do?"

Yes, it can be a good thing to do.
You will very likely come across something in your target language that you would like to read or listen to, but it is not in the LingQ Library.
It could be a contemporary song, a modern poem, short story or essay, or an older piece in the public domain that has not yet worked its way into the Library.
Importing it as a private lesson is the answer.