Where is the "File" menu?

I'm brand new to Zotero and obviously off to a bad start, but I don't know how to get past this step. I want to import a file from ProCite and have downloaded it into a file that I think will transfer. Your site says

Importing from Other Tools
You might want to migrate to Zotero but already have an extensive library stored in other reference management software (e.g., Endnote, Reference Manager, Citavi, RefWorks, Mendeley, Papers). To import such libraries into Zotero, start by exporting the bibliographic data from your other software program. THEN, IN ZOTERO, CHOOSE THE "IMPORT..." OPTION FROM THE FILE MENU.

So my home screen in Zotero has the same seven tabs as this screen:
Home MyLibrary Groups People Documentation Forums Get Involved


I don't see a "File" menu, let alone an "Import " option.

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