The Import Glossary Entities pop-up is displayed as soon as you click the Define Glossary tab for the first time.
The page gives you a list of entities shipped as template to you. You can import these based on the domain you function, and can modify, update these as required. For example, if you are into retail business, import all the Retail entities. The Data Products contains the data packages that you can use for tasks, such as address validation or geo-tagging of the addresses. The data packets also contain links that take you to the respective web page for further details.
In case this is not the first time you have accessed the Business Glossary tab, access the Import Glossary Entities pop-up using these steps: