@Raguram-Manokaran ,
@Mark-Olson is correct.
The steps you are trying to do, especially your 4th point, only works if KQL is an already existent language in a Notepad++ UDL formatted file.
Secondly, the Import button you’re trying to use, is only usable if you are getting a UDL file that has already been created by yourself or someone else in the format that Notepad++ expects it’s UDL to be, so you can import it into the UDL language listing. If the language does not exist already, then you won’t find it. Period.
As @Mark-Olson suggests, you can create your own UDL langauge, and then if you want to let others Import it into their Notepad++ installations, then that button will be usable to them, on the file that you supply, most likely named KQL.xml after you have created it.