Welcome to the forums.
No, this is not something that PPro can do natively.
If you cannot find software that will create a video file of the wave form for you then you will indeed need to use a screen capture type software.
Beware not to use highly compressed codecs like Divx or Xvid. Go uncompressed or use a lossless codec like lagarith for the intermediary file.
You will find links to many free tutorials in the PremiereProPedia that will quickly show you how things are done in Premiere Pro.
ok, thanks for the info! I'll work with that direction. Thanks again!
Do you happen to have After Effects? If so, you can import your clip with audio into AE and apply an effect called "Audio Waveform". This effect generates an video rendering of an audio waveform based on the real audio it is "hearing" from your clip.