Sequel is designed to be a pre-production DAW but simple and straight forward as to get in the way of creativity. Because of this it's limited in some aspects one being importing, you can but there isn't a standard import function. You can browse for a file in the Mediabay and pull it in. You must add the audio folder of your other Sequel Project under MediaBay>Add User Content and then direct and name the folder you want to access. Be sure the filter is cleared and set to Audio and then you can drag the files you want to import.
Steinberg US Support