In after effects, File > Depedencies > Collect files
from this, I can transfer my AE project from one system to another(.ae file & linked assets too).
How can I achieve the same in premiere pro???
File > Project Manager . . .
Use Premiere Pro's powerful Project Manager to copy projects and associated media files, or consolidate and transcode projects into a single codec for easy archiving. More information here.
Thanks for your input, MtD.