Learn Swedish: Vi måste importera nya såser från Spanien.

This is an example of sortpluralis (plural of sorts or varieties). While sås (sauce) is normally a mass noun, when you want to talk about different types or varieties of a substance, you can make it countable and put it in the plural. Here, they are importing new varieties or flavors of sauces.

Does the adjective ny (new) change because of this pluralization?

Yes. Because the normally uncountable sås is being used as a plural countable noun (såser) in this context, the adjective must agree with it. It takes the standard plural ending -a, becoming nya.

How do we know which plural ending to add to sås?

Sås is an en-word (en sås). Many single-syllable en-words, especially those ending in a consonant, form their plural by adding -er, which gives us såser.

I often forget when to use att (to) before a verb. Why is it omitted before importera?

Måste (must) is a modal verb. In Swedish, modal verbs are followed directly by the infinitive form of the main verb without att. Just like in English you say "must import" rather than "must to import", in Swedish it is måste importera.