Or---are you trying to import too soon?
Although you might be able to view or print your information from the website, most banks, brokerages and other financial institutions do not have the data formatted for import into tax software before sometime in February. So if you are wanting to enter it sooner, you have to key it in by hand. Or….wait until it is available for import.
If you want to enter it manually, click the option that says “I’ll type it in myself”