Documents module doesn’t even have an Import function, I believe this is because of the extra complexity of Documents being made from a group of Revisions.
Maybe you can read this and figure out if you’re better off using Notes with Attachments (basically, if you don’t need to store multiple revisions):
If not, the only way to do it would be with an Import script. It would have to create the Document record, then the revision record, then copy the file to uploads directory, then assign the correct Account.
It’s not complicated, it’s a relatively easy script, but it does require a PHP developer…