When you import your orders, you'll be taken to a tab that allows you to map the column headers to Shopify's fields, one of which is Weight. You'll find this under the Shipping section of the field mapping page. You will also be able to map other shipping-related information such as Shipping Title and Shipping Price in this section as well.
Tip: Shopify requires this weight to be reported in grams, so be sure to convert weights before you import to Orderimp if your other platform reports in another measure. Here's a nice calculator if you need to convert.