It depends on what you're trying to do with jQuery. I agree with @Vilvan in that it is normally not a good idea to mix jQuery with React because React uses a virtual DOM and all DOM manipulations should be done there. React will use the virtual DOM to manipulate the actual DOM. jQuery changes the actual DOM, so it can cause problems.
For most UI effects, I use react-bootstrap instead of jQuery. It's had all of the UI effects I've needed, including fades, modals, etc. I do use jQuery for non-DOM functionality, such as AJAX calls, and it has not caused problems.
To more specifically answer your question, when I use jQuery for AJAX calls, I just use <script> to import the jQuery library. I don't use import, as the jQuery $ object would be globally defined.