If you have done this before and it has worked then I have to ask what changed? What is different?
If you have never done this before, did you follow the recommended procedure for using dynamic link or are you trying to import a Premiere Pro sequence directly into AE?
If you followed normal procedures then there could be a problem with the format of your footage. Before we can help you we need details. Anything else is just a guess.
I've tried the steps found in a vid2brain video. They said to select all the clips in the Premiere timeline then right-click, then press "Replace with After Effects Composition". The video files are in mov format, and I have QuickTime installed. There is also a title from Premiere linked to a picture in JPEG format. There is also some music from the Premiere project that I selected and it's in mp3 format. I have tried using Dynamic Link, but it made the sequence as one layer, which is what I did not want to do. I want it to show all clips in the timeline as layers.