Start by READING THE MANUAL (DL at the bottom of the above linked page).
There's even PICTURES!
Hopefully, by the time I get up tomorrow, you'll have READ THE MANUAL, you'll be all set up and have already downloaded the sysex file to your FCB.
You can now SAVE the sysex in ControlCenter format (*.lgp) so that you don't need to IMPORT it again.
Talk to you tomorrow.....