The message "the files cannot be read" means the destination in the LR Import panel isn't writable, and either the destination folder is wrong, so check it, or the folder is what you intend, but the permissions need to be adjusted so the current user or perhaps Everyone has full-control over the folder.
Or, something is wrong with the files, themselves. The most likely reason would be that they are corrupted by using obsolete (older than the camera) Nikon software somewhere along the line, and if so, then you can fix the corruption by the utility from here:
If these aren't the problem, then please upload one of the NEFs that doesn't work to somewhere like www.dropbox.com and post a public download/share link, here, so someone else can look at it. After the analysis is complete you can remove the file, so it's not out there forever.