To import datasets using the context-sensitive menu in ArcCatalog, right-click on the geodatabase and click Import. Choose the type of data you would like to import:

• Feature Class (single)—Converts a shapefile, coverage feature class, or geodatabase feature class to a shapefile or geodatabase feature class using the Feature Class To Feature Class tool
• Feature Class (multiple)—Converts one or more feature classes or feature layers to geodatabase feature classes using the Feature Class To Geodatabase tool
• Table (single)—Converts an input table to a dBASE or a personal, file, or ArcSDE geodatabase table using the Table To Table tool
• Table (multiple)—Imports one or more tables into a file, personal, or ArcSDE geodatabase using the Table To Geodatabase tool
• Raster Datasets (single)—Loads multiple raster datasets into a geodatabase or raster catalog
• Raster Datasets (mosaic)—Mosaics multiple input rasters into a single raster dataset (The target raster must be an existing raster dataset, which can be an empty raster dataset or one already containing data.)
• XML Workspace Document—Imports data or schema from an XML document into a geodatabase

To import datasets using ArcToolbox, open the Conversion Toolbox and navigate to the To Geodatabase toolset. This contains the same tools as those accessed from the context-sensitive menu.

Learn more about the To Geodatabase toolset.