Premiere Pro CS6, and later
Some users have trouble dragging a clip into the Timeline. One of three things can happen:
Make sure source video and audio is patched in the Timeline, then drag the clip to the Timeline. In certain cases it is not automatically patched.
In Premiere Pro, after updating a project file from one major version to another, audio is not imported:
(Premiere Pro CS5.5, and earlier)
See this video: Why does audio not go to the track where I drop it?