On Windows 8 and Windows 10, if you run Substance Painter in administrator mode, the security level of the software will be probably higher than the security level of Windows Explorer. Therefore Windows won't allow to drag and drop files between these applications.
To fix this issue you can either :
- Run Substance Painter normally (without administrator rights).
- Disable the UAC (this is not recommended).
It is also possible to import resources by simply opening the import window :
- Click on the menu "File"
- Choose "Import resources..."
- In the import window click on "Add resources" to select your files