Hello,
Welcome to Atlassian community!
Checking Pivotal documentation, there is an option to export tasks using CSV format which can be imported to JIRA.
About the epic links, do you want to import these Epics together with the linked issues from Pivotal or these Epics already exist in your JIRA instance and you just need to import the Pivotal tasks from Pivotal and link it to the existing Epics?
To link epics to stories, you just need to place the epic key you would like to link in the field (CSV column) custom field (Epic Link) of the task you are importing.
For more information about the format of CSV files accepted on JIRA, please check the documentation below:
Let me know if you still have any questions.
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