You are correct that you need to use the REST connector. This is a separate download that you will need to make and install on the same machine you are running Sense. You can download it from here:
The REST connector can only load from HTTP or HTTPS files, so you will need to ensure that your JSON file can be accessed in this way. You can do this by putting your JSON file on a web server, or a cloud service that allows you to get a download link.
I have just tested this by putting a JSON file into dropbox, requesting a link, changing the download parameter from 0 to 1 and using that as the endpoint for the rest connection.
As the file is not secured at this point (it just has an impossible to guess file path) you can just enter than into the URL of the REST connector and leave all other fields blank.
Hope that gives you enough pointers to solve this. Post back if not.