No, multiple tilemap layers can share the same tileset. (Think of tileset as a kind of Palette). You can change the tilesets used by a layer at any time through layer properties (right click layer button to see layer menu and select properties)
"File > Open file" does all the importing. You don't need a separate option. After you open the image file, a dialog appears, it is here that you tell pixelorama what kind of import you want