Thank you for posting in the Community about the Gear icon not working.
I've submitted feedback based on this interaction about how the Gear icon works on the Import QuickBooks Desktop Data page. This team is best able to analyze and determine any or all changes that should be made. QuickBooks Online is constantly evolving and changing based largely on the feedback and suggestions of users, and I can assure you that your voice matters.
Additionally, you should be able to navigate away from the page, such as selecting a choice on the left navigation panel. Once you're on another page, the Gear icon should work normally.
Should you continue to experience unexpected behavior, I suggest clearing the cache that's in your browser. Cache is stored in order to speed up loading times, however, too much can accumulate and disrupt processes. For additional information and steps for supported browsers, I recommend the following link: How Do I Clear My Browser Cache and Temporary Internet Files?.
Lastly, there are tutorials designed to help a user get acclimated with QuickBooks Online, which can be accessed here: QuickBooks Tutorials. This can help to ensure that you get the most out of the software for your business.
Please don't hesitate to let me know if I can be of additional assistance. Wishing you all the best.