Unable to import notebook from my desktop "MAC"
Onenote doesn't work in a same way that you have in Windows PC. You have to upload your .onenote to Onedrive from your Windows PC and you can access them from your Mac. 

So, "Share" your notebooks from OneNote for Windows to OneDrive — then OneNote for Mac will "see" them in OneDrive's Documents folder and sync them down to your Mac.