To start importing values from HipChat you first need to have an instance of Rocket.Chat running. You can do that on your own.
If you already have an instance running and administration privileges, you can follow these steps:
Export data from HipChat
Wait until your download is ready and download it (it will be a .zip file)
https://[your_rocket_chat].rocket.chat/admin/import and click the "Start" button on the "HipChat" item
Choose your downloaded .zip file and wait until Rocket.Chat can read it (it can take a few minutes, depending on the size of your HipChat export)
Deselect any items you don't want to import
At the top of the page, click on Start Importing