Thank you!
I actually tried that but I didn't know I had to create a new folder/notebook first

No, because SiYuan doesn't import unzipped folders (at least it doesn't for me).
Btw, I browsed SiYuan's files and found my notes there, they just don't appear in the app. Is this a bug of the microsoft store version?

I've also tried importing with a plugin, but nothing works.

OK, I give up. This app probably requires me to know how to modify and programme my own software in order to import files.