make sure you are looking for Site Import in the correct place.
the Site Import access point is under File -> Import Site.
if you continue to have problems, what version of Dreamweaver are you using?
What is your OS?
What version of Site Import are you installing?
In Dreamweaver go to Commands -> Manage Extensions to open the extension manager, is site import listed as installed and active when you access the extensions manager this way (i have seen it make a difference in how you access the extension manager before)?