Hi there, ds1234.
Can you tell us what options do you see when clicking the Banking menu? The Bank Feeds option should be in located in between Reconcile and Loan Manager (see attached screenshot).
Once you see that option, click Import Web Connect File and follow the succeeding prompts.
If you can't still see it, let's update your QuickBooks to latest maintenance release. Use this article as a guide: Update QuickBooks Desktop to the latest release.
After importing your transactions successfully, use this article as a guide on how to categorize them easily: Add and match Bank Feed transactions in QuickBooks Desktop.
The Community is always here if you need additional assistance. Thanks!