Unfortunately, Shopify does not support adding the Harmonized System (HS) Code or the country of origin when importing orders.  Neither of these values is stored on the order but can be added to your products.

Adding HS Code And Country Of Origin To Your Products

Shopify supports HS Code and country of origin on the product, which can be added or edited on the product page in your Shopify admin.  Shopify has excellent documentation on how to manage your HS Code here.

Once you've configured your HS Code and country of origin, you can link your products by their SKU when importing your orders.  This will associate the product in Shopify with the order you've imported, giving you access to the product's HS Code and Country of Origin.

Shopify currently doesn't calculate duty estimates automatically for checkouts/orders; however, linking your products (which have the HS Code and country of origin) by SKU allows you to associate the HS Code and country of origin to the products on the order and you can get access to these codes through third-party apps or Shopify Flow.

If you're looking for some more technical details, this Shopify forum post has a good conversation on how this works.