First of all it depends if trigger is GUI or Jass/vJass.
Make sure you have field 'Automaticaly create unknown variables when pasting trigger data' checked on. To do this go: File -> Preferences -> check field mentioned in previous sentence from list of options.
If its Jass/vJass you need usually to use JNPG first, in order to open given map/import trigger and to be able to customize spell later.
Importing triggers.
In most cases, simply cope + paste trigger into your map. If you've done operation with creating unknown variables, they will be created automaticaly so you can already enjoy your sepll. vJass spells do not use global variables from variable editor at all, but ofen require instaling (copy + paste..) other systems before you can import your spell.
Feel free to post your trigger here, if you still have problems with importing it.