You have no sequence open for it to go to.
Before you can do anything you need to make a sequence.
Go to File/New/Sequence.
Choose the appropriate sequence settings and hit OK.
Now you have a timeline where you can drop the clips into. You can also drag them to the Program Window.
If you do not know which sequence setting to choose go to the Project Panel and drag a clip into the New Item icon.
It will make a seqeunce automatic that matches your footage.
Not a good idea to have a deadline on a program you are new to.
Premiere has a steep learning curve.
Thank you. I must've missed this info somehow on Lynda.com, my Go To gal! I usually use Premiere Elements and decided to dip my toes into the Pro waters when I had 4 >10 sec clips that need a little polish. I often times pick things up right away. But this is all much more intensive. Still, I will manage! With help :-)
Thank you and it worked great!
Good pointer from Ann. She's correct.
One additional time-saver: As of CS 6, it doesn't really matter what sequence settings you choose when creating one, so you can skip that part if you find it overwhelming or time consuming. Just accept the default settings and then when you drag you first clip(s) into the seuqence, accept the option to match the sequence settings to your media. Then you'll automatically be working in a correctly setup sequence for your video. It's a great time saver, especially if you're creating new sequences constantly (like me). One catuion: If you're using mixed media in your project (like still images or graphics) then you could get into trouble if you drag one of those in first. Just make sure you drag in one or more of your clips of your primary video format first.