If you want to import data from one website to another, there is a dedicated module available in UMP.
This can be found by going to Extensions -> Import Users&Levels.
An additional solution may be to use one of the default import solutions provided by WordPress: WordPress Importer.
If you want to import users from a different membership system to UMP, you can do so if those users are WP users. UMP is linked to WP and any user that is added as a WP user will show up in the UMP system.