I think that is a mistake in the Help.
How did you open E11 project.
I cannot find .prel supported in the import dialog box.
I can import by dragging from Windows Explorer but the project is incomplete as you are experiencing.
This is not a supported feature in Premiere Pro CC.
Sorry for any inconvenience.
It was not the answer I was hoping for< but thanks anyway!
It appears that PrPro CC does not support the Opening, or Importing of the PREL files, per Peter's response.
In previous versions of PrPro, it could Open, or Import PREL's, with some caveats:
The version of PrE, used to create the PREL, and the version of PrPro needed to be somewhat contemporary.
Many features of PrE, such as Themes/Instant Movies did not exist in PrPro, so those could cause major issues.
PrE has some 3rd party Transitions and Effects, that did not exist in PrPro, so again, there could be issues.
Thanks for asking the question, as I learned something about PrPro CC and PREL files.
One possible workaround (depends on what you have, and what is required), would be to edit in PrE (it helps to have the version, that created the PREL(s), and either edit it very loosely, leaving adequate Handles, not adding Transitions, etc., then Exporting (Share/Publish+Share) from PrE into an intermediate file, to be Imported into PrPro CC for final editing. Another take on that would be to do the Export, but to edit very tightly - knowing that you cannot do a lot of editing later. Were I faced with the prospect, I would go for a very loose edit, then Export the intermediate, to be finished in PrPro CC. Might not be viable, depending on your access to PrE now.