You must have run the game at least once on your computer. You can do this now if you haven't already done so.
The file you intend to import should be named according to which save slot you want to use it in (if it's not so named, or if you change your mind about which slot you want to use it in, you can rename it at any point prior to doing Step 3 below):
Save Slot 1: cg_save.sf (note that there's no "_1" in this case, unlike the other two cases!)
Launch Cozy Grove, open the Save Slots menu, and find an empty save slot into which you'd like to import the save. If there are no empty save slots, click the red X next to one of the slots to delete the save slot and make it empty. Remember which empty save slot you want to use, then quit the Cozy Grove app.
Move the file you want to import into the folder from Step 1. There should not be a naming conflict because Step 2 should have deleted any identically named files (if there were any).
Launch Cozy Grove, open the Save Slots menu, and confirm that the previously empty save slot now has data. If so, click that save slot, then click Continue and you should load into the game with the imported save's data.