We can't know. Your description is at best vague, at worst completely nonsensical and devoid of any real info. You have not told us anything about the image file, how the transparency was created, how the transparency is stored, what image format, your footage interpretation in AE, comp settings, system info or even what version of AE you use. You need to do a lot better at explaining your problem and provide the necessary details.
Change the composition background color to Red and the background will be red. Enable Transparency Grid and you will see the familiar transparency grid. Add your image to your composition and you should see the transparency grid or the red background unless you are doing one of a half dozen things in Photoshop that generate an incompatible alpha channel. You have to work at creating transparency in Photoshop that will not work in other apps so if the hints I have given you don't solve your problem, as Mylenium said, "We can't know." If you have no idea what I'm talking about start here: AE Basics