Welcome to the forum.
What version of PrE are you running?
What OS version are you running it on?
For general instructions, one would just Import the music file (ideally a PCM/WAV file @ 48KHz 16-bit), then drag it to an empty Audio Track, say Audio Track 2, or 3.
One could drag to the Soundtrack Audio Track, but that has caused some problems with certain Projects, so I just use an empty "regular" Audio Track.
Good luck, and if that does not work, or you have any questions on the procedure, just let us know.
In v12 you can use the Adobe provided Scores and Sound Effects from the bottom Tool panels. Or you can import your own files into the project as assets and drag them to an audio track (or drag directly to an audio track from Windows Explorer / Mac Finder). PRE11 and earlier used SmartSound instead of Scores.
Some formats import better than others .wav at 48KHz is best, MP3 is usually OK. Full official list is here - http://helpx.adobe.com/photoshop-elements/kb/supported-file-formats-premiere-elements.html #main_Audio_File_Formats___Import
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What version of Premiere Elements are you using and on what computer operating system is it running?
Are you using primarily iTunes music?