Well I just figured it out, and I might as well see if this helps.
It depends on what you are trying to import. Cliffs and normal tiles are different. But for both, you need to change the file path when you import it.
For cliffs, use the following path:
ReplaceableTextures\Cliff\Cliff1.blp
Where I have Cliff1 you can instead put Cliff0. I don't really know for sure, but I think this is because in the Terrain Palette there are two cliff options, so I'm guessing its Cliff0 and Cliff1. Naming your own cliff as 0 or 1 will replace the one in the terrain, so choose which you wanna replace. But don't take my word for it, since I'm not 100% sure
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For custom tiles, you need to directly replace a previous tile. Choose one of the tiles that you do not use with your current tileset (Ex/ Cityscape, Ashenvale, Dalaran, etc.)
So your file path would look like this:
TerrainArt\Tileset\Tileset_Tile.blp
For example, lets say you were using the Cityscape tileset, and you wanted to replace the Square Tiles. You would then change the file path to:
TerrainArt\Cityscape\City_SquareTiles.blp
You will probably have to guess or ask around to find out the exactly what to type in. You can see for Cityscape that instead of typing in Cityscape_tile you only type City_tile.
Also, look on the terrain palette or in the 'Modify Tileset' for the name of the tile you want to replace, and put that name into the file path. I cannot guarantee that this will always work, and you may need to guess or get help in order to find exactly what works for the tile name.
I can't list what to call each of the tilesets, or what to call their tiles, but I hope this helps.