Here are some informative links... you didn't specify a version, so all links
Online User Guide http://help.adobe.com/en_US/premiereelements/using/index.html
-Page to download current PDF http://helpx.adobe.com/premiere-elements.html
-Previous versions http://helpx.adobe.com/premiere-elements/archive.html
Importing Video http://forums.adobe.com/thread/1065281
-and project settings http://forums.adobe.com/thread/1112086
Saving & Sharing http://forums.adobe.com/thread/1137128
-Sharing to DVD or BluRay http://forums.adobe.com/thread/1137645
-Sharing for Movies http://forums.adobe.com/thread/1051093
-Sharing for Computer http://forums.adobe.com/thread/1058237
Steve's Basic Training Tutorials... steps are the same for several versions
-start at http://forums.adobe.com/thread/537685
-be sure to click More Results at the bottom of the "tv" page
Welcome to the forum.
Are you on a Mac?
If so, several Effects are not going to be available, as they are only on the PC.
Important question. What version of Premiere Elements do you have and on what computer operating system is it running?
For now assuming Premiere Elements 11 Mac, there is no Chroma Key, Green Screen Key, nor Blue Screen Key that comes with Premiere Elements 11 Mac.
Many have suggested as the substitute the video effect Videomerge.
For Premiere Elements 10 and 11, I have written in detail about the use of the video effect/keying/Difference Matte as a substitute for Chroma Key, Green Screen, and Blue Screen Key. Please refer to my blog post on the subject.
Please let us know the outcome.