That tutorial does not promote an efficient workflow and a lot of the techniques working with the footage and the layers can work you into dead ends and cause some production problems later. It's a technique that would work but not one that I recommend. You have to vet your trainers and make sure that they know what they are talking about and that they have experience. This is a tutorial from a kid with a fairly good understanding of how the AI UI works and he has come up with one technique of the hundreds of techniques for animating a photo slide show. The whole thing looks kind of amateurish to me.
So much for that, now on to your question. There are slide shows that you can create and edit in Premiere Pro and they can work quite well if you have a good sense of design, understand pacing and integration with music. You can also use After Effects to create some truly amazing slide shows. Here's the difference between the two programs. Premiere Pro is a very good and capable editing application that allows you to add effects, animate the size and position of the video, and quickly and easily add and edit layers in long form projects.
After Effects is a motion graphics and compositing program that is designed to do things that cannot be done in Premiere Pro. After Effects is not an editing application and it is really lousy at making movies, but it is great at creating shots and short sequences. Most AE artists that make their living using AE create compositions that are just a few seconds long and most of them have only one shot. Some of the projects involve short sequences that are usually no longer than a musical phrase or a sentence or two of dialogue or narration. You build these shots as comps, then you edit them together by rendering the comps to a production quality visually lossless format (not MP4 or any other MPEG variant) and then editing the final project in Premiere Pro or another NLE. If the project is simple enough you can combine several compositions in a main comp and do the editing of your short sequence there.
One other thing, Premiere Pro's learning curve is a bit like learning to drive. With just a little training and a little practice you can get started on learning the art of editing - a truly lifelong educational process, and you can safely and fairly efficiently proceed. On the other hand, using After Effects is a lot more like learning to fly an f-18 of the deck of an aircraft carrier at night in a thunder storm. A little training and study may get you off the deck but it's really hard not to get in trouble unless you are willing and able to spend a whole lot of time learning where all the switches and knobs are and what the rules for creating video are.
To learn more about AE and get started you can start here: Basic AE. The Premiere Pro Product page and help files also have links to a lot of decent training. Asking specifically what things are included in After Effects that Premiere Pro or another NLE can't do is asking a lot. Any visual effect or composite and any motion graphic you have ever seen in any film or commercial can be done in After Effects if you combine it's capabilities with a 3D app and 3rd party plug-ins.
I hope this helps.
Thank you for your detailed answer. My story is actually very sad. I got premiere pro just to create videos like in the link and infinite skills education set, watched 124 videos (each is around 10 minutes). My motivation to keep watching very boring videos was to learn that 3D slide show like you see in the link. At the end, I realized I can't do much only with premiere pro. After watching all videos, I don't feel I am any closer to my goal. My goal is just to create a youtube channel.
I now know how premiere pro works theoretically, but I am still not clear how to incorporate AE or continue from here to make quality youtube videos. Anyways, mine is more like seeking guidance than a question. I guess everyone who wants to be a successful youtube learns both programs.
You do not need to use AE to create a very effective and high quality video. Compelling productions have been made for years with nothing more than a sync block and a move scope using only cuts. Creating compelling photo montages can be automatically done using an app like Apple's Photos app if you just choose the right images. Just putting your images in 3D space in AE and moving a camera around won't make better slide shows. It's all about the images and the story that you want to tell. The slideshow shown in the example you posted was awfully amateurish and did not inspire me to watch anything else that guy made.
The only way to learn this stuff is to carefully watch movies and try and figure out why they move you. Then start taking photos and figure out what kind of story you want to tell, then start telling the story. When your stories start to get interesting then it's time to start exploring different ways to present your images. There are countless ways to do this even in a NLE like Premiere Pro.
My first photo montage was in a documentary that I co-produced, co-wrote, photographed and edited in 1971. (yup, I'm an old guy) It was called "Seattle and LA - A Tale of Two Cities." I spend about 3 days filming historical black and white photographs from the University of Washington and UCLA archives with a 16mm film camera on a tripod. I had rigged up the mount for the photographs so that my assistant could move the images slowly closer to the camera. My job was to frame them up and keep them in focus as they moved toward the camera. We photographed a couple hundred images, then they were edited with nothing more than dissolves and straight cuts to the carefully mixed narration and music track. Sound effects of things like the sound of logs sliding down skid road into Puget Sound and trollies running in the streets of LA were also mixed in. The result, with this very basic equipment and a very simple A/B edit was a 15 minute segment on the history of the two cities that won an Emmy and a half dozen awards for documentary production from all kinds of organizations. No digital effects, no amazing tricky camera moves, just a simple story carefully told by directing the viewer to the points of interest I wanted to emphasize visually supported by some really well read and carefully written narration and some sound.
My point - you can't make interesting and compelling videos by watching hours and hours of tutorials, you make them by starting to make films, failing, and then making another film. I was incredibly lucky to have a father that was an excellent photographer, great mentor, and decent film maker even though he spent the first few years of my life as a Seabee and ran a construction company for the rest of his life. Years of taking photos and shooting films together, listening to his critiques and building some pretty good stories together gave me a foundation that helped me do a really good job on the first hour long documentary of my career. Get out there and take some pictures and then edit them into a story. When that starts to work for you it will be time to start exploring other techniques that will help you tell better stories. Just throwing a some AE templates at a hand full of still images won't help make you a better anything.