Importing the data you need is a great idea if it is static data that does not need to be updated. However, if the data you need is updated on a regular basis, you need to consider how the updating will be done in Access. If the old data source is being abandoned in favor of Access, then you do not have an issue, the data can simply be updated in Access.
However, if there is a system in place for updating the data in an application other than Access, importing the data might not be the best thing to do. If you import this data, you will have to figure out a way to keep it up-to-date and chances are that will require quite a lot of time on your part. Instead you may want to consider linking to the data source. Linking means that every time Access needs the data it goes out to the other data source and retrieves it, and is therefore always using the most up-to-date data.
Linking is not covered in this course, but the process is similar to importing. If you need to link to data, you might find the resource books or the Access Help system helpful.