Setup a Foreign Currency Account
Financials -> Accounts -> Add Accounts
Set the Currency rates
Manage Static Data -> Foreign Currency Exchange Rates
Select Set New Rate and complete the exchange rate table.
Record and Realise Cash at Bank
To enter the Cash at Bank through Asset Capture
Financials -> Assets -> Add Asset -> Cash at Bank
Change the Holding Account to the Correct Foreign Currency Account
Update the rate, if needed, by clicking on the radar next to the exchange rate.
IMPORTING TO A FOREIGN CURRENCY ACCOUNT
Unfortunately, You cannot import transactions to a FX bank account.
If you need to import the transactions, your only option would be to run the FX account as an $A account and import the $A equivalent of the FX.