Here are 2 good links in the RQM Info Center:

http://publib.boulder.ibm.com/infocenter/rqmhelp/v2r0/topic/com.ibm.rational.test.qm.doc/topics/t_work_with_rft.html

http://publib.boulder.ibm.com/infocenter/rqmhelp/v2r0/topic/com.ibm.rational.test.qm.doc/topics/t_reference_external.html

The answer depends on what type of adapter you are trying to import a script from. Also whether the script is local to the adapter machine or you placed the script in a shared resource location.

But in general the first thing you need to do is configure and start an adapter. Those links contain some information about how to do that, but for some adapters the documentation is in the Information Center for the associated product. For command-line adapter the best place to read is the readme.txt file inside of <RQM_INSTALL_DIR>\adapters\RQMCommandLineAdapter.zip