Sorry about the delay! Nothing special- I either: right click and choose import or I hit the Import button on the Content Browser. After you choose the FBX file, click the advanced arrow on the prompt and it should give you more options.
I’m not sure if there’s a special workflow you should be using. If you’re doing what I’m doing and exporting from Blender, make sure to grab the updated FBX exporter from GitHub and the the FBX converter from Autodesk (free). It makes sure it’s all up to snuff with proper file formats and versions.