Automatic importers
If you use the automatic importer flow, any *.ase or *.aseprite file saved in the project folder will be automatically imported as a resource.
You can choose which importer to use via the Import dock. By default, Aseprite files will use the "No import" option, which will show them in the filesytem dock, but won't generate any resource. You can change the default importer behaviour via Project Settings.
Note: A downside of using the automatic importer flow is that you will need Aseprite available on every machine where you intend to run the project, even if you won't be working on the game art. If this is a problem to you, you should consider using the Import dock flow instead.