So you do need to import into this file. If you want to then copy the imported content into another file you can do that.
What I was referring to before is that the recommended practice would be to navigate to the relevant page within your copy of the Relume Figma kit and import there, which keeps your file organised. Here I've zoomed in on the left side bar from your screenshot, and you can see the various pages. If you scroll down, there are pages called Sitemap, Wireframes, Designs, etc.