To import custom options of different input type you need to fill in the column <option_type>
For custom option with multiple select leke drop-down you need to fill in column <value_title>
What I recommend you - create text custom options for product, export them and you will have the sample of the file for import of custom options.
If the tool you are using does not allow it, you can use Store Manager for Magento as an alternative. Free 2-weeks version of the application you can find in my signature.