Solved! Go to Solution.
When I try to import it in the admin console I receive an error (sorry for the italian). It seems the system wrongly concatenate the file name using the local path (on the server) together with the remote path (my desktop). Looking in the server area it seems the transfer (from my PC to server) is done (a tmp file is created) but not completely (the tmp file is not renamed with the final name and is removed after a while).