Season 2 will look for a completed Season 1 save in the default save directory for Season 1. If you've completed all episodes in the series, all your choices will be imported into Season 2.
If you have any completed episodes, those choices will import to Season 2, and random choices will be made for any episodes that are unfinished or have not been played. Only completed Season 1 saves will be imported into Season 2. Select 'Ok' to scan for completed Season 1 saves. This will land you on a page asking if you want to import your Season 1 choices. On the Main Menu, select 'Play', then 'Start Episode 1'. To do this, launch Season 2 and continue to the Main Menu. To import your Season 1 save, you will need to start Season 2 first.