You gotta help us a tad... Were you looking to the membership to help you set up a cigar import and distribution complete turnkey operation, or were these more general "kick the tires" kind of questions?
Generally, Here's where you apply for import licensing:
http://www.ttb.gov/ponl/permits-online.shtml
You will also find resources for researching the federal taxes associated with the sale of tobacco in the US
...i'll leave the question of a distribution network in the US for your cigars to the other members, though I know it's not something that can be easily be answered.
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