Is it correct that there is no build in way to import contacts and order history? If so, are there any examples that I can use (commerce 8)?
Yes, there is no build in way to do that, at least not what I am know of. By order history, do you mean the entire orders list (contains full order details such as line items, discounts,...) or just simple information like datetime and total?
I think you can write custom code to export/import data (serialize to json/XML and export to a file, and when import deserialize to get the objects back). Not an easy task but IMO achivable.
Honestly I'm not sure why EPiServer Commerce does not have this feature built-in, but I guess customers would handle contacts through a CRM solution, while orders should be backup/restore along with database, it seems to make little senses to have them exported/imported.