We should really start with "What version of Premiere Elements are you using and on what computer operating system is it running?" to be more specific...
a. Given your images files in a folder numbered sequentially 001, 002, 003, 004, etc.
b. Open the Elements Organizer and set Display = Folder Location
c. Import your images into the Elements Organizer via its File Menu/Get Photos and Videos/From Files and Folders
d. You should then see your images in the Elements Organizer in numerical order.
At that point, I would put them in an Album and work from the Album.
From another perspective, you can import the folder with the images from hard drive save location into Premiere Elements with its Get Media/Add Media (whichever version you have)/Files and Folders. Drag the folder to the Timeline and view the sequentially numbered images.
Please review the above and let us know if that worked for you.
To expand on ATRs comment about working with them in an Album - in an Album you can put the photos into any order you like.
Note that the one sort order Organizer does not offer is by Filename so there is no guarantee that your import will show in numerical order if, for instance, your camera lost its date/time information and later photos have a date taken time stamp earlier than the first photos (although the Organizer does allow you to shift the time stamp of photos to correct this).
Available Sort Orders in Album View:
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