Welcome to the Community, burtknowles.
The option to convert Quicken data directly to QuickBooks Self-Employed (QBSE) is currently unavailable. You need to convert the data into .csv file first then import them to QBSE.
If you're not sure how to do it, I highly suggest contacting Quicken support for further assistance. Once done, here's how to import or transfer the data:
For more information, consider checking out this article: Import transactions from earlier date ranges.
I'm also adding this article for future reference: Convert a Quicken file into a QuickBooks Online company file.
Please let me know if you have any other issues or concerns, and I'll get back to you right away. I'm always here to help. Have a great day!