Workaround to importing data
SQL Server cannot import what it cannot see. The reason that you can import it via SSMS is because it opens a Windows File Dialog box, which uses your permissions and not SQL Servers to find the file. If you must import the file then the only way you can do this is to make the file accessible to SQL Server. 

How you decide to do this is up to you, whether it be through File Shares, the NET USE command or simply by copying the file over to the server that SQL sits on. You may not be able to do any of these, but somebody in your organization can - if this is a regular thing you should also talk to them about arranging either a SQL Job or a scheduled task whichever is easier to do.