Transfer files from usb to mac

I'm trying to import quicken for windows data (as I was instructed as .qxf file) via usb to imac. I connected usb but nothing happens and I can't find anything in finder to give me a clue.  Am new to imac

Select it in the Finder's sidebar or open it from the desktop and drag the files over. If you don't see it, check the settings in the Finder's preferences.
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