In the domain model you can specify relations between entities. To associate 2 objects, you need some logic in you application, e.g. in Mendix forms you can use reference selectors to select the related objects. You can also set associations in microflows with use of the change object activity. See also documentation on https://docs.mendix.com and the learnings on https://gettingstarted.mendixcloud.com/link/path.
In your case you need some logic in your import. How do you import your data? If you do this via API's and you use import mappings, you can specify how objects are linked and which associations need to be set. See here some documentation: https://docs.mendix.com/refguide/import-mappings
If you use the excel importer: see the documentation of the module: https://appstore.home.mendix.com/link/app/72/