I am not sure what you mean by 'importing'.
In case you want to use a custom indicator in the JForex platform, you have to compile the indicator (to get the compiled .jfx file). After this you just have to load the indicator on the chart. When you select 'Add indicator', there will be an option to add a custom indicator. Select that option and locate the previously compiled .jfx file.
In case you want to use your custom indicator in a strategy, take a look on
this wiki page.