well have you created your database yet?
First you need to create the database threads will reside in. You will then need to make sure permissions for the user is set on the database. You can check this by clicking privelidges.
Then you need to make sure the backups are on your harddrive.
You can then once you click on your database once it is created and permission set. IT WILL BE EMPTY. you then click on SQL and you will set a window with a box. Underneath the box will be a small one line box and a browse button. Click browse and select the sql file you want added to the database. After that hit go. You will need to do this for every sql table file as Threads backup backs them up by table