Import Bank Statement is a EE feature and is not available in CE. Though the Import link is available, the underlying code to process the imported file is not a part of CE.

EDIT:

What's interesting is that CE seems to have a "Generic Bank Import module". However, the standard formats like OFX, QIF, etc. are not available in CE and there is no information available on what the format should be if one wants to import a CSV file. Here's the info about the module.