Downloading is something you do on the internet.
Getting your files from camera to pc is called tranfering.
Once the files are on the pc you can import the files into the programm.
Download this app and run a clip with this program and post a screenshot in treeview on the forum.
Which Elements and with OS are you using.
We really need more details in order to help you.
Which version of Premiere Elements are you using?
Which operating system are you using? Have you ensured you have all of the OS''s updates as well as the latest version of quicktime?
What model of camcorder is your video coming from and what format and resolution is it?
Did you connect your camcorder to your computer via USB and then use Premiere Elements' Add Media/From Flip and Camera tool to get the video from your camcorder to your computer?