Once you've completed mapping your fields, you can import your content. You'll see an overview screen with a loading bar showing the progress of your import. If any errors occur, you'll be notified here.
You can navigate away from this page once started, as your import is run as a Craft queue jobs. You can see the status of your feed at any time through the queue job sidebar notification.
Available for Craft 2 & Craft 3, with Free and Pro versions.