I have had to import from excel on numerous occasions!
If you import the 2010 Budget tab all that information can be pulled across quite easily. Selecting the "First row as field names" means if your first row is as headers such as Client, Address, Jan. Spending etc these will become the fields in FMP.
To import the other three tabs you will have to go through a similar procedure. Your fields probably do not match the ones in the first one imported so you use the drop down menu and import as a new table. DO this for all the fields and then you can start to streamline and create relationships.
There are much more qualified people to help you with this, but your questions sounds like something that I, as a newbie, have had to deal with in the past
The only thing I can think to add to that is probably obvious to you:
Each column of data in the worksheet will be mapped to a different field in FileMaker. You can import into an existing table, if you have fields defined that will properly align to your spreadsheet columns or you can use the New table option to create a completely new table.