Depending on your setup, Windows may tell the application that there are no audio devices present on the system if there's no built-in speaker (like on a laptop) and none of the audio jacks have anything plugged-in. However, I couldn't tell from your post whether or not the issue is with the audio hardware drivers, or the audio portion of a specific file isn't importing into Premiere Pro, and you're left with a video-only clip inside Pr.
1st, More information needed for someone to help... please click below and provide the requested information
-Information FAQ http://forums.adobe.com/message/4200840
2nd, what are you editing?
Read Bill Hunt on a file type as WRAPPER http://forums.adobe.com/thread/440037
What is a CODEC... a Primer http://forums.adobe.com/thread/546811
What CODEC is INSIDE that file? http://forums.adobe.com/thread/440037
Report back with the codec details of your file, use the programs below... A screen shot works well to SHOW people what you are doing
And, a general comment on making sure your video is recognized
See 2nd post for picture of NEW ITEM process http://forums.adobe.com/message/3776153
-and a FAQ on sequence setting http://forums.adobe.com/message/3804341