Hi Luisa,
We do have a command-line task that could be used to import SKOS XML in bulk, but with a basic hosting plan, you unfortunately do not have access to the command-line. In light of this, I would recommend that you test one of the SKOS XML files first - our SKOS import implementation is old (implemented in an early version of AtoM), and not all elements available in SKOS might be supported at this time. You will have to unzip the file(s) before you can import them.
Note that the web brower's natural time out limits also places some limits to the size of a single file you can import - too big and the browser might time out mid-process (most browsers tend to time out after 1min), aborting the import when it is half-complete and possibly leaving corrupted data in the system. In AtoM 2.4, we will be moving all imports to the job scheduler so they can be performed asynchronously in the background without timing out, but for now, be aware of this, and start small.
If you are only going to end up using a small subset of the terms, you might also consider just creating them
on the fly via the user interface as you create your descriptions. You can still use the National Library's vocabulary to create controlled terms, but this way, your focus will be on making the descriptions - and you can supplement the terms via the Terms module (e.g. adding term descriptions and source URLs from the National Library to each term) after. You will also only end up with terms in your AtoM instance that you are actually using, instead of possibly hundreds of unused terms.