ArXiv is a repository of scientific preprints in the fields of mathematics, physics, astronomy, computer science, quantitative biology, statistics, and quantitative finance (Wikipedia).
To fetch entries from arXiv, choose Search → Web search, and the search interface will appear in the side pane. Select ArXiv.org in the dropdown menu. Enter the words of your query, and press Enter or the Fetch button.
The results are displayed in the import inspection window. In case an error occurs, it is shown in a popup.