Kindly note that to import you must prepare the required situations and increase your server time. Until the whole demo gets imported and your server may not encounter time out or the import process becomes incomplete.
But develop team has predicted this issue so they have considered a solution:
When your server runs out of time and importing process stops, by clicking again on the import button the process continues from where it was stopped. Click on the import button until the "import demo data" button change to "import again".