Hello, that option you are giving, I think, I'm not really sure, but I think it's to import .unitypackage files, if you want to import the file to your project, just drag the .fbx file (recommended) or the .blend from file explorer to unity, it should be added and created as a PreFab.
If it doesn't work, I would recommend you see a tutorial, although that solution is the one that works for me.
And for Unity 2.4.2, is that the Unity version or the Unity Hub version?