The Microsoft Data Transformation Services (DTS) is provided in the SQL Server Express with Advanced Services SP2 Toolkit. The installation will provide an additional DTS folder in C:\Program Files\Microsoft SQL Server\90\ .

The Importing can be done using the Import/Export wizard provided by C:\Program Files\Microsoft SQL Server\90\DTS\Binn\DTSWizard.exe

However there is no tool created in the Management studio for the same. You can add an external tool by using Tools >> External Tools and adding the path to DTSWizard.exe in the Command field.

And now you are ready to use Import Export wizard in MsSQL 2005 Express Edition.