What development mode are you using? Portal OR ASPX? If ASPX then you need to create an instance of that page template within Kentico and ensure it's in the website's file system. If Portal, you don't do any type in import, you have to implement what you have in you master page into Kentico's page templates and utilize layouts, zones and webparts.
Kentico strongly recommends using Portal mode over ASPX because it's simple, extensible, flexibile and easily upgraded. Whereas with ASPX, most simple changes to a page or template would require knowledge of asp.net.