FYI the importer doesn't currently work on the unity 4.6 beta.
You can't assign normal textures to objects, so the steps to get it to work are:
1) Import the folder with all the image assets (Spriter folder)
2) Select each textures and mark the texture type as "Sprite (2D and UI)"
3) Import the .csml file
If you fail to set the texture types first the imported prefab will have null textures assigned to the bones (and won't be visible, obviously).