You clicked OK on this window?
You should have got a new map layer with name "poligons" in this case, with a polygon component for each polygon that was in the source shapefile. You don't need to assign any attributes when importing polygons, as they have no associated depth values.
Do you see the new map layer? Are there any components in the list (under the layer in the "layers" panel)? If so, it could be a style issue - try updating the top-level layer style to have a fill and/or border. If nothing shows, could you please forward your Shapefile (and associated projection file) to This email address is being protected from spambots. You need JavaScript enabled to view it.
, and I can take a look?