You can "ADD" image files into the Lightroom Catalog (a database file).
Nikon D3400 NEF files have been supported since Version 1.0 of Lightroom.
Lightroom does NOT, and cannot, change your raw files to JPG by importing.
I suspect you have used the Mac Photos App (Capture?) to 'Download / Import' your photos. This will 'hide away' the raw files in a Mac Library that is not accessible to Lightroom. And you are only importing the JPG previews.
Tell us how you are importing your files from the camera to your computer.
And report your Lr version from the Menu: Help > System Info.