In order to use the import feature, your bank must "partner" with TurboTax for that feature. Maybe your bank is not a TurboTax partner. Here's a list of the partners:
TurboTax import program partner list
I'm not sure what type income information you're wishing to import, but you should receive some tax documents from your bank that you can enter manually. That's the only other option if the import feature isn't available to you. If you haven't received tax documents, contact your bank for assistance.