Why Are My Clips Not Coming Up?

I am new and i have been having issues on importing anything to Premiere Pro/Adobe. I can go into where all my footage is and i can see it clear as day as it all comes up. But when i open Adobe and go to import anything it does not recognize any of it but 1 file. I can drag and drop some files into Adobe as that is the only way it will allow me to.  I am clueless on how to deal with this. I have done some research and read it is the codecs and to go to the decoder and to do it that way but nothing wants to recognize it period. Please help! I have been trying to import mp4 files.

Thank You