You cannot directly import a data file in a python script. You need to open the file for reading and then parse it according to the format of data stored in the file.
For reference, Here is an example of how to read a text file:
# To read all data at once
with open("/path/to/file.txt") as file_handle:
file_contents = file_handle.read()
# To read one line at a time
with open("/path/to/file.txt") as file_handle:
for line in file_handle:
line = line.strip()
# Do more stuff with line