Mbox is a term used for the file format (.mbox) which holds collections of electronic mail messages. These Mbox files can be easily imported. To import Mbox file select Menu-> File -> Import and following window will appear.
This window will appear:
Now you can easily select an Mbox file (.mbox) that you want to import by clicking on the Browse... button and then selecting proper Mbox file. Do not forget to specify mail folder (by clicking on Select folder... button) in which you want the selected Mbox file to be imported.