Edit: see bellow. I found the right answer.
This module was easier to access with Odoo 8.0. In Odoo 10, you go to Accounting. Under 'Settings', you will find 'Accounting'. Expand it and there will be 'bank account' (I'm not sure of the term, I'm translating from my french version). Click on it and click on the bank account for which you want to import a statement. Then, under the 'Actions' button, you'll find the option 'Account statements'. Click on it and it will bring you to a page were you see all statements linked to this bank account. You will also have the options of creating or importing new statement.
As for the .ofx part of your question, matters are more complexe and I'm still struggling with it. I'll make a new post to separate the issues.
So, I was totally wrong and looking way to deep. This is available straight in the accounting board (not sure of the translation; "tableau de bord" in french). You have to create first a bank account for your society and a journal linked to it. The journal would than be available on your accounting board.
There will be a button (and later a grey link after the first import) 'import statement' (or something similar, "importation d'un relevé" in french). From there, it's pretty straight foward. Note that your bank account needs to have the full bank id, not just the folio (for Desjardins bank, it would be 815-12345-12345678-EOP, for ex).
Also, it seems that the original bank import module interfere with the bank_account_statement_import module and the OCA bank_account_statement_import_ofx module. The previous answer was refering to this original module which is accessible in the 'more' button and in what I was saying in my first answer. To import via the OCA module, for ofx, you need to click straight on the journal button mentionned above.