We can't know. You have not provided any exact system info, no details about your image sequence, where it's stored, how it's numbered and so on. All you have done is given a lengthy, but unuseful "it doesn't work" description.
If you want to import an image sequence all you have to do is have a numbered sequence of images. For example img_001,jpg, omg_002.jpg and so on. At the bottom of all image import dialogue boxes in AE you will find a check box for footage or image sequence. The exact wording and layout for this check box depends on the version of AE and the language you used to install. Select any image in the sequence, make sure the sequence box is checked and click OK and your sequence is imported as a single image sequence or movie. Select Multiple images in the sequence and uncheck the sequence box and the multiple images will each come in as a separate file unless you have the sequence box checked. If the sequence box is checked then all images in that folder that appear to be in a sequence will be imported as a single image sequence file. You may have missing frames if the images have similar frames or if there are other images in the same folder. After Effects will treat all images with the same extension as a sequence and try to use image names instead of numbers to put them in the right order.
Here's the import dialogue from CC with one image selected. Please note that if there are no images selected or there is only one image in the folder you will see the words Sequence Not available in the window.
No images selected:
If your import window or panel does not look something like this one then please post a screenshot and tell us the complete version number of AE and your full version number of the OS you are using.