How to import .hhk file in Robohelp 2020?

A CHM index file? You'd want to open the RH project that created the CHM file in the first place. If you don't have the RH source project, you can reverse-engineer a RH project out of the CHM output (but only using Classic versions of RH, not the New UI ones). See Peter's site (grainge.org) for info on the process.