Animation import process consists of the following steps:
Load an existing character in the Explorer, by double clicking on it:
Locate your newly created animation in the "Animations" group in Explorer and select it. All un-imported animations appear with a dim icon:
You may need to choose the Skeleton Alias in case Character Tool wasn't able to match the loaded character to the skeleton alias.
Click the Import button in the properties panel (or use context menu, Import):
If your skeleton is missing in the list, you may add it there through Compression / Skeleton List. See Creating Character Definition for details.