The TKS file can only be loaded into Traktor, not Enigma. You will need to program your Triggerfinger via Enigma (unfortunately, by hand) based on the functions that are programmed in Traktor based on the imported TKS file.
So, let’s say that you want to have the “Set Cue A” on your Triggerfinger, you need to look at the MIDI command that is programmed into Traktor. You then need to take that value and enter it into Enigma to the corresponding pad that you want programmed. After you finish populating the necessary values in Enigma, you can download them to your Triggerfinger (don’t forget to save your settings!).