Before images, videos, or music can be added to a project in Premiere, it must first be imported into the program. To do so, go to “File” on the top left of the screen and click “Import.” From there, navigate to the desired files, and select each of them.

For a tutorial on importing and other ways to set up a Premiere project, click the link the the lynda playlist above or below.

Lynda Playlist: Getting Started in Adobe Premiere