The Demo Importer will start only after you install and activate the child theme. Demo Importer will not work with the installed and activated parent theme.
No, Demo Importer will just add demo content to the existing content, without deleting the content you have previously added.
If you clicked the Return to dashboard option (that closed the Demo Importer), you could restart the Demo Importer by visiting yourdomain.com/wp-admin/admin.php?page=merlin (yourdomain.com being the URL of your site). If, however, you