Hey @Vivek_R - are you just dragging + dropping the files into Figma/FigJam?
Try hitting the ‘import’ button while you’re in a project. You should then see a module pop up asking what you want to import. You can either click on one of the options, and select manually what you want to import, or you can drag + drop the .fig files into the module.
That should get the files imported. Let me know if that doesn’t work for you.