Hello, How can I import SF2 files into NI Kontakt 7?

You can not. This function was available long time ago (Kontakt 5 or earlier) but it has been removed, i think since Kontakt 6… Also for Kontakt 7, soundfonts are no longer in the list of supported formats (most probably because very few users still use them)…

So, the only way to do this, is with an old Kontakt version. However it is a much better choice to find an external converter and convert them to a compatible format.