How do I import a photo directly into the Photo Library instead of the Import Library?

There is no "import library". There is a smart album called 'Imports', that lists the most recent images you've imported. Anything in Imports is already in the Library.

That has nothing to do with the Imports smart album, it will be populated regardless of whether you're using a managed or referenced library - and with Photos you really ought to be running a managed library, with that box checked.

Verify your Photos>preferences are set to import

See import without review—

If you look at the picture above on the left is the word Imports. That is listed under the heading Library not Albums. 

Correct. That's because it's a simple shortcut to that place in the Library where your most recent imports are. It's there because the developers expect that you might like to edit or manage your most recent imports. So, a handy shortcut. But make no mistake: it points directly to the items in the Library. It's a sub-set of the Library.

There is only one Library. While you can have multiple Libraries in Photos you can only open one at a time, and they are all structured alike. So, even if you create a new Library, quite independent of this one... guess what you'll find there? An 'Imports' smart album, just like in this one.

So, again, Imports is a shortcut to your most recent imports to the Library. That's all. It's not a separate library.