Newbie - Trying to learn and can't upload files b/c "File Format Not Supported"
I am brand new to Premiere Pro. I bought the "Adobe Premiere Pro CC Classroom in a Book (2019)", and the very first lesson (01) indicates that you must open up lesson 1. I get as far as locating the file and then I click ok when it is found. That's as far as I get because right after this, I get the message on my MacBook (OS Mojave 10.14.6) that "File Format Not Supported". I get the same message with my external hard drive files, as well as the CD the book came with for the files.
I have researched this online and it appears I need to convert to an accepted media format for Premiere Pro. I am not sure why they would supply us with a CD containing lesson files that are not the proper format for the very program they are trying to teach me how to use, but I digress.
What is the easiest way to fix this? Someone with more experience than me, please tell me. Thanks in advance.