You can use the Salesforce data loader to easily import activities into a project.
First, create a new project. See this article on how to create projects.
Once your project is created, copy the Project ID, located in the project URL.
Once you copy the Salesforce Project ID, make sure to create a column in your import file with the Project ID.
Navigate to the App Launcher in the top left corner of the screen.
From the App Launcher, select Activities.
From the Activities Tab, click Import.
Follow the import wizard. Make sure to map the Project ID field.
Once the Import Wizard is complete, navigate to the Project.
Click the Activities sub-tab.