Hi @Susan24us - I see that demo dates back to an early version of Data Stories, I'll flag it to our website team.
For the moment, our documentation is a better resource.
Currently there's no way to import a local file directly to Data Stories. What you can do is create a data visualization out of a catalog item, so please have a look at the page above for the list of supported data sources and how to configure one to integrate with Data Stories. Then just make your dataset available in that data source and you can create a visualization.
Hope this helps! Please let me know if you have additional questions.