Create a new CCK content type to import your events into, or, if you do not want to create new nodes for your events, add a date field to the existing event type. Make sure the target content type has a date field that has an optional or required To date so it can accept the From date and To date of the event. If your source event has its own timezone field, make sure you set the target date timezone handling to 'date'. Test the target type by trying to create a node manually and make sure all the right options are available in the form before attempting an import.