It supports an import by CSV or paste from a sheet or manual entry. There is a sample CSV provided for faster copy/paste so you don't have to fiddle with the header columns. There is also an example data set you can choose to load if you just want to interact with it with some placeholder data to get a feel for what it can do.
Great point on the privacy angle - for now, everything is stored locally on your machine. I set it up this way for my own use out of the same type of concerns.