You'll note the example includes a checkboxes field, as well as instructions for preparing the CSV file (perhaps you saw that already, as it seems to describe the same as you have).
If it's not working, my guess would be that you didn't provide all of the possible options when setting up the Types checkboxes field. The import process won't add options to the checkbox field on the fly if they don't already exist. According to that document the checkboxes options should have the same values for both the option label and option value.