Hi Cliff, and welcome to the WeatherCat forum.
Importing data from WeatherLink or Weather Underground seems to be the most requested feature by new users, as many have years of previous data. So far, no such built-in feature exists, but I'm sure it must be high on Stu's (the developer) priority list. A couple of members of the forum have figured out how to manually import the data, so take a look through the previous discussions, or one of them may chime in.
We have a helpful bunch of members here, so I'm sure you will like what you see with Weather Cat.
Steve