Lightroom does not Import To, it Imports From which is logical. It Exports To but that is another thing.
When you Import in Lightroom, you are given many choices. My Lightroom is 5.7, so has almost the same layout as your. When selecting Import Photos and Videos from the File menu, the top bar reads: Copy as DNG, Copy, Move or Add. You can select any of these options.
The one I use completely 100% of the time is Add. This imports photos from where they are and they remain after the operation. This is ideal if your photos are where you want them to be. It has nothing to do with the location of the catalog.
Otherwise, Copy is probably the next common one to use. It will copy photos first where you tell it to do so and then Import them. From then on, Lightroom will read the photos from the copied location. It is useful if you are importing images which are a memory card or other removable media.
Move is like a Copy followed by a Delete. Works the same, except that you do not get two copies of your files which I consider risky.