Local in-browser account storage is disabled by default on the Polkadot-JS UI. This is for security reasons. You should be using polkadotjs extension instead:
FF - polkadot{.js} extension – Get this Extension for 🦊 Firefox (en-US)
Chrome - https://chrome.google.com/webstore/detail/polkadot{js}-extension/mopnmbcafieddcagagdcbnhejhlodfdd
If you insist on using local storage only, then it is possible to do so. To import an account using the Polkadot-JS UI, navigate to settings > account options and click on allow local in-browser account storage in the drop-down menu. Using the Polkadot-JS user interface without a browser extension is not recommended. It is the least secure way of managing your account. It should only be used if all other methods are not feasible: