When auto importing you can configure each individual to start automatically (or not) via the Configure SiteX tab - if you have a site which isn't importing automatically then you can start it with the 'start site import' button (when the auto import is running).
If you run a manual import you should do database housekeeping afterwards, preferably by leaving the housekeeping options ticked on the manual import tab, or via Database > Housekeeping.
Auto import does housekeeping automatically during the import.
If you're just starting out with PokerTracker you may prefer to go directly to PT4, which is currently in
Public Beta. This has many advanced features over PT3, but is also easier to use - housekeeping is fully automated for example.
(PT4 isn't on sale yet but if you buy PT3 you get the upgrade to PT4 for free once it comes out.)