Where is demo data?

Hello,
I have a problem with importing demo data.
I followed steps to import the .xml file and assign data to admin user. In the list I can see that most of the elements from demo data ‘already exists’ or it failed to import some things, because of ‘Invalid post type portfolio’.
I assume I should have an opportunity to choose which demo data I want to use, but there is nothing I can edit.
Please, let me know where the problem might be.
Cheers