Currently, select the clips you want to get your project started, name the project, choose its location, then click "Create," and your timeline is created automatically in a brand-new project. You have other options here, as well.
If you prefer, you can bypass selecting any clips at that state and click Create with no clips selected, then select clips after the fact. Many editors do that.
If you have a standard consumer or prosumer camcorder or even a mobile phone and create standalone files, like files, in Edit mode, choose File > Import and select (and Shift + Select) the media files you wish to import from Finder or Explorer. Then, click the Import button. Clips are then imported into your project. You can now organize them if you like.
Still have questions? See, Importing Media, by Chin Fat.
Or see this short article: How To Import Media in Adobe Premiere Pro (5 Different Ways)
AdChoices