First we need to ask what do you want to import the address book into?
Your desktop email program or our web based webmail or in a mailing list?
Answer:
If it is your desktop then use the program's import feature.
If it is webmail then you need to save the data in a specific format that is described from within webmail's help area.
If it is the Majordomo mailing list - http://site-helper.com/email.html#majordomo
The instructions show it is a subscribe unsusbscribe list so there is no way to import a list.
If you want to manage a mailing list then install PHPlist into your website which is a one button install using the "Installatron" feature near the bottom of the DirectAdmin Control Panel.