Premiere Pro will not let me import my MKV video files

My Adobe Premiere Pro will not let me insert video files. I will go to the menu where it allows me to "Insert media here", but anything except Videos will show up. I have tried converting them to MP4 files, as well as .AVI but to no avail. It will only show Audio files in the file menu, and I am unable to insert the files. I use "OBS Studio" To record my videos, and they come out as .MKV files. 

I would very much appreciate assistance. Thank you, Skuarsky.

[title edited by mod for clarity]