Firstly I would like to confirm if you want to import data to LDSD from SharePoint or import data to SharePoint from LDSD. I guess you mean the first situation.
I searched the community and find there is no existing solution on import data from SharePoint to Service Desk.
I think you may consider use generic data source such as SQLserver, Excel and Access. You may try to configure SharePoint so data connection can connect to SharePoint's database directly.
And also the dummist way is to manually export the data from SharePoint to an excel or access file and import it to LDSD manuly each time.
I hope that my answer solves your problem. If it does, please set my answer as "Correct Answer", and this will help other customers to find the right answer in this discussion in future.