There is simply not a “Import issues from JIRA” feature in GitHub.
The way I see it you have two options, either to integrate your current JIRA instance with GitHub or migrate the JIRA issues into GitHub issues using your own criteria and migration script.
GitHub and JIRA Integration
I would very much like to add all the instructions here but it’s one of those cases where a link to the documentation makes much more sense.
There’s also a video on youtube which is quite short and easy to follow.
Migrating JIRA issues into GitHub Issues
In order to do this you would have to write your own script that reads issues from the JIRA REST API and creates new ones using GitHub Issues REST API.
Note that JIRA and GitHub issues are different in nature, so your script would have to choose how to migrate one type of issue to another.
I hope this helps.