ok - just backclick on the bump mapping attribute and select break connection. now you should have a checker. click that and select file - make sure normals are selected.

now just load your bump map file. don't worry about the import button that you are pointing to for now. i haven't used a jpeg before - you usually use targa or tiff files.

when you add a bump file you get a bump 2d node - you usually have to play with your bump depth - often you need to make it really low - 0.1 or so...

back click on your shader in the hypergraph and you can graph your shader - so you can see the various parts.

not sure if you know about laying out UVs, but if you don't - start looking it up. you can't really texture well until you understand laying out UVs and painting maps in photoshop.