In the Import Wizard users may set up multiple import configurations and select one of them to use during import. Use the Add button to create new import configuration in the Update Project Options step of the import wizard. When you have multiple configurations, you need to select the right one by clicking within the Use column.

Setting XER import configurations in Primavera P6 – Primavera P6 import config

Use the Modify button to change the configuration and decide which data types would be inserted as new records or updated with the data coming with XER file.

Setting XER import configurations in Primavera P6 – Primavera P6 import config details

If you are not importing your own XERs but files coming from a 3. party, then you better select Insert new action for calendars, resources to avoid the risk of overwriting your existing data.