Click on the "Import project from GitHub" link and you will be redirected to GitHub for permission to access your projects. After accepting, you'll be automatically redirected to the importer.
![Importer page](github_importer/importer.png)
To import a project, you can simple click "Add". The importer will import your repository and issues. Once the importer is done, a new GitLab project will be created with your imported data.