Best is to open the asset first in Illustrator. The "transparent background" is in fact an opaque element typically on a layer. Switch off that layer and the illustration will be fine.
There is no need to first save the asset as a PDF file, as the Illustrator file format allows for an embedded PDF during the standard save operation. If the PDF is not embedded, you will be unable to place the file in Photoshop.
If you do not have access to a current Illustrator application and are using the jpeg file, ,this will not work. You then need someone with Illustrator access to prepare the file for you or you need to take the 7 day CC trial. Last will obviously work only once per major version.
Regards, Abambo Hard- and Software Engineer and Photographer.