You have to install LTspice or extract its library from the installation archive to allow KiCad to find symbols.
KiCad searches for the library at these paths:
Windows:
C:\Users\USERNAME\AppData\Local\LTspice\lib
C:\Users\USERNAME\Documents\LTspiceXVII\lib
macOS:
/Users/USERNAME/Library/Application Support/LTspice/lib
Linux:
/home/USERNAME/.local/share/LTspice/lib/
/home/USERNAME/.local/LTspice/lib/
Or put LTspice symbols in the same directory as the imported .asc file.