In blender, Import has no .blend option..so how can I import .blend file in my current blend file?
There are two ways to import .blend files. You can use the Append or the Link operator.
Append makes a direct copy of the elements in the .blend file, while Link links the elements directly to the original .blend. The difference when it comes to working with these, is that when you use append, you can modify the objects in the new file. It won't cross over to the original file. With link, you can't modify the objects in the new file, but instead need to go to the original file.
Now both of these operators work a bit differently than you'll be expecting. Instead of directly copying everything from a file in like import does, they copy parts of the file, called datablocks.
A datablock is essentially a piece of information in a file.
When you click the link or append operator, the file browser will come up for you to navigate to the file you want to use. Once you're at that file, when you click on it, it will expand just like a folder. Inside there will be several folders for different parts of the file. What you'll probably want to do, is go into the objects folder, select everything (A) and then append/link them in.
I think the easiest way is just to open another Blender project with the object(s) you want to import, select them and copy & paste to your other project. That copies everything. I hope this helps. :)