You don't mention it: did you install numpy and scipy as well and do you import them prior trying to import ... KMeans ?
If not: install these, import them and try again. If you do not already knoe, sklern has a lot of documentation. Literally follow the example here ( http://scikit-learn.org/stable/modules/clustering.html#k-means ) and come back if this doesn't work.
Regarding the installation: there is some command to make Python report the packages installed. Just can't remember it. But you should be able to find it in the Python doc. Unless Python reports sklern as an installed package, you simply have an installation problem.
I doubt that your problem ist about 'importing datasets'. I'd guess your problem is that the sklearn package is somehow not installed properly or the imports are not in the correct order. Thus the link to the resp. documentation page.
As far as I checked, your import command is exactly the same as on the documentation page. Thus there has to be 'some' other issue.
Eventually send your complete source code (at least the head part). Thus we can double-check...
"from sklearn.cluster import KMeans" does not work.
Now you state
"from sklearn import datasets" does not work.
(Though - according to the documentation - both should really work.)
A bit of googling revealed some other potential issue: if you are using Canopy see https://github.com/scikit-learn/scikit-learn/issues/3537
Otherwise: try googling
["from sklearn import datasets" error] (remove only the brackets!)
There is quite a number of such threads documented. As I do not know about your environment (processor, OS, python package etc.) it is difficult to provide more specific answers, but the google results should really help.