Welcome to the forum! To go through the import in EG 4.2, you started out correctly with File / Import Data. For Excel files, typically you'd then click on "Local Computer" on the left and navigate to the Excel file you're interested in. Once you've selected the Excel file itself, it should then bring you into the import data wizard where you'll see "1 of 4 Specify Data". Your Excel file should be listed as the source data file.
Let us know if this works. If you haven't found it yet, you can also get a brief introduction to using Enterprise Guide from Help / Getting Started Tutorial. This is a free, web-based tutorial on using the 4.2 software. SAS also offers a (not free) introductory training class on using Enterprise Guide:
https://support.sas.com/edu/schedules.html?id=492&ctry=US.
Feel free to keep posting these sorts of questions on the forum too - that's what we're here for. Just wanted to give you some additional resources in case you were interested!