A lot of Giga libraries will simply import into Kontakt. Then you can re-save them as Kontakt instruments to speed up loading in future.
Where there's any complicated programming then you'll probably need to use a programme such as Chicken Systems Translator. There are also a few straight forward things that routinely don't convert well, when doing a simple import - for instance, modwheel controlled filters or crossfades never seem to make it.
I'm still on Kontakt 2, but it's probably still the same. I simply use the file browser on the left of Kontakt to navigate to the GIG file that I want to load. Be aware that Gig files are, in effect, folders, usually containing several articulations. So click on the Gig file in the top half of the browser - in the bottom half you should then see the individual articulations; double click on one to load it.