For a video overview of the ways to import assets into
Premiere Pro, see the Adobe website.
Importing is different from capturing.
The Import command brings files that are already on your hard disk
or other connected storage device into your project. Importing files
makes them available to a Premiere Pro project. Premiere Pro lets you
import numerous types of video, still images, and audio. Finally,
you can export a Premiere Pro project from After Effects, and import
it into Premiere Pro.
You can import video, audio, and still files in various file
formats into a Premiere Pro project. You can import a single file,
multiple files, or an entire folder. Frame sizes cannot exceed 16
megapixels.

If the software you use to create
art doesn’t let you specify pixels as a unit of measure, try specifying
points.
In Premiere Pro, you can import files by using the Media Browser
or the Import command. You can also place files into Premiere Pro
from Adobe Bridge.
Premiere Pro indexes certain types of files and transcodes others
after importing them. You cannot edit these types fully until these
processes are completed. The filename of a clip appears in the Project
panel in italics until it has been fully indexed or transcoded.
To import files that Premiere Pro doesn’t support natively, install
the appropriate capture card or third-party plug-in software. For
more information, check the manual that came with the installed
card or plug-in.

You can also import files and
folders by dragging them from Windows Explorer (Windows) or Finder
(Mac OS) into the Project panel.