When using the SharePoint Files connector, only folders and files from the SharePoint Sites’ “Documents” folder are available to be selected for Data Import.

Files located outside the “Documents” folder cannot be imported.
This is currently working as designed. An enhancement request to allow import from other locations than the “Documents” folder is currently under review. Contact Strategy Technical Support for an update on this limitation.
Move files to the “Documents” folder to use Strategy Sharepoint Files Connector to import data into Strategy.