Hi Gil,
the classic project importer is no longer available in CW10.3 and 10.4. To move to CW10 you have 2 options.
1) Use CW10.2 which still has classic project importer. Then you can open the generated project with CW10.4.
2) Migrate your project manually. This means to create a new bareboard project in CW10.4 and copy/add all the source files from your classic project to the new CW10.4 project. This is the cleanes way to migrate a project. In this case you may verify to include all the paths required by your project in menu project > Properties > C/C++ build > Settings > Compiler > Input.
Hope this helps!
Carlos