Did you use the command File->Import From Another Catalog?
Exactly. Maybe I missed to check a particular button. I am using LR 5.6.
I don't think there are any import options that would affect whether collections are imported. Collections are normally imported when you import from a catalog.
Were the collections empty? In that case, they don't get imported. Were the collections Publish Collections from a publish service? Not sure how LR handles those.
Were the collections Publish Collections from a publish service?
I found a previous post that says Publish Collections are not imported. Haven't tested it myself.