Start with the classification of the specific substance where you live, because the answer differs by substance and not only by country.
Some jurisdictions provide a limited personal-importation allowance for medicines, usually bounded by quantity, by a supply period and by a requirement that the substance is for the importer's own use. Others provide none.
Onward supply — including at cost, including to friends — is treated separately and much more seriously in most regimes than importation for personal use.
Research-use-only labelling is a commercial convention originating in laboratory supply and carries no regulatory status for an individual importer.
Nothing here is medical advice, and research-use compounds are not approved for human use in any jurisdiction.
If the stakes are material, ask a lawyer where you live rather than a forum anywhere.
edited 31 Jul 2025 by syringe_ninety — tightened the wording; no substantive change