Assuming that "bringing it to Earth" means landing it on the surface, it'd have to be in truly ridiculous quantities to have any measurable effect – likely far more than the combined mass of everything mankind has and ever will place on Earth's surface.

If "bringing it to Earth" means placing asteroids in orbit, I'm less certain, but unless we're placing bodies around a third of the size of the moon or larger (really huge) in orbit there shouldn't be any notable effect from our point of view.

Also, consider the ecological effects. It may be wiser to coalesce material and fabricate structures as satellites than to import them onto the surface of Earth.