DUH I can tell you didn't do any research. Bet you didn't even read the owners manual. You import movie from iTunes by Add New Folder to Library in the File drop down in iTunes. OH, by the way, welcome to the forum.
Is the file on a networked mapped drive ? If so move it to the computer you have iTunes on. I've had trouble like this before. If nothing happens when you click Add New Folder to Library you may need to reinstall itunes. BUT, before you do that wait for others to reply first.
Sorry I was a bit rude in my 1st reply. Been a bad day here.