Correct that Notes has no native EML import, so the route goes through an intermediary that Notes does accept and there are two practical paths by how many files and what tooling you have:

The client relay path, using a client that reads both: import the EML files into a client that speaks EML natively, Thunderbird with ImportExportTools NG being the free choice, then connect that client to the Notes mail via IMAP if your Domino server offers IMAP access and drag the messages from the local EML folder into the Notes IMAP folder, which uploads them to the Notes database. This works when Domino has IMAP enabled, turning the EML import into a drag between accounts.

The conversion path, for direct landing: tools that convert EML to the Notes NSF format exist, taking a folder of EML files and producing an NSF or importing directly into a Notes database, the purpose built route when IMAP is not available or the volume justifies a dedicated tool. These handle the EML to Notes structure mapping that Notes itself will not.

The individual route for a few files: an EML file can be opened in a mail client and forwarded or its content moved into Notes manually, tedious past a handful but requiring no special tooling for just a few important messages and Notes can sometimes open an EML dragged onto it as a message to then save into a database, worth testing with one file.

The path by circumstance: IMAP enabled Domino makes the Thunderbird relay the cleanest free route, IMAP disabled or high volume points at a dedicated EML to NSF converter and a mere handful of files may not justify either beyond manual handling. Confirm the Domino IMAP situation first, since it decides which path is even available, the same IMAP question that governs so much Notes interoperability.