If you see any error like "Failed to import..."
Just make sure you read: "All done. Have fun" at the end, because everything is fine.
Why this is happening: The demo has many plugins that you do not need by default (BBpress, Woocommerce shop...), and the users (demo 1, demo 2...) and do not exist on your setup. So WordPress cannot import this data but this is not a problem.
The demo content has been imported.