I remember I have done it before. After I updated to the latest LR CC version yesterday with new Import page, I can't do it now.
Thanks for your reply. I was able to drag photos directly to Import page, but I can't do it now.
I can drag photos to LR Shortcut on Desktop, but it does not work consistently. Sometimes it works and sometimes it doesn't.
Did I miss anything?
Try dragging the photos to Library grid view rather than the Import window. It may be the new Import window is creating problems from drag-and-drop.