1. Check if (RAW format from) your camera is supported: Digital camera RAW formats supported by OS X Yosemite - Apple Support
2. Are you sure the RAWs are not imported? You must know that Photos makes no distinction between RAW and JPG and will stack them. If the thumbnails bear a "J" at the bottom left, the corresponding RAW will be hiding underneath.

You can, however, still use the RAW for editing.

3. Because Photos does not distinguish I have changed my workflow. I use Adobe Bridge to transfer both RAWs and JPGs from camera to an external HD. Then I split into two folders: JPG+RAW. The JPGs will be imported into Photos for quick browsing, selection, snaps, and also for ordering prints from Apple, but never for serious postprocessing. The RAWs stay where they are and will be selectively postprocessed with a RAW-developer of choice: Adobe Camera RAW (between Bridge and Photoshop), Lightroom, Aperture (still going strong!) or DxO Optics Pro.