I've looked extensively into it a couple of years back and I have not found any out-of-the-box way to import connectors (nor attributes!) into EA. You must use Geert's importer (it can be modified to import connectors) or a plugin (I use Sparx Office integration MDG although I'm not a fan).
The reason is that in EA implementation, connectors and object properties like attributes are NOT objects themselves, so they are treated as an after-thought. This may well be the UML spec, don't know, but surely makes our life more difficult.
p.s. if you are reverse engineering a database, you can import attributes and relationships automatically. But you must connect to the database instance (no DML import)