There are two ways to import an audio file into Wave. You can Share from another app, or import from your device's file system.
From the Import Tab, you can browse your device's files and import an audio file to Wave.
Wave will also appear as a Share option in other apps, like Voice Memos, Voicemail, or any audio file on iOS that can share audio files.
Sharing from another audio app should result in a screen like this. When you select Wave, the Wave app should return with the Share Modal open.
On the Wave side it should look like this:
After tapping the Import button, Wave will upload and process your file. Audio imports are often large files, so be sure to keep the app open until the upload is complete.