The import utility for ArcGIS coverage .E00 files can be found at C:\Program Files\ArcGIS\Desktop10.0\Bin or C:\Program Files (x86)\ArcGIS\Desktop10.0\Bin. Your looking for Import71.exe. This can be directly. In ArcCatalog, you can find this command in the 'ArcView 8x Tools' toolbar, where it is called Import From Interchange File. This should work for v6 to v7.1 E00 files.
If you have a ArcInfo coverages (to include the .\info folder and the .\youcoverage folder), add the coverage into ArcMap and
copy the data to a feature class or shapefile using Data | Export. Note you do not need an ArcInfo license to do this.
Hope this helps.