Welcome to the forum.
You have omitted your camera make and model. What is it? How is it setup for download/Capture?
Does Windows see it? Do you get the little "bing-bong?"
There are a half-dozen variations on turning on the camera and also the Capture module/PrPro. Have you tried them all, or just one?
My camera is a Sony Digital 8 DCR-TRV240. I plug the forewire plug into the DV In/Out plug and it registers on the camera as "DV In". The only Bing bong is when I turn on the camera to VCR. I then plug into the computer, then turn on CS4. I then click on "capture" and it gives me the "Capture Device Offline". Now, I have used this camera with CS4 and have been able to capture on this same video project until just recently when it just quit allowing me to capture. What other sequences are there? What do you mean does Windows see it? Again, anything you can offer will be appreciated.
Try starting Premiere, plugging in the camera, waiting for Windows to see it, and only then opening the capture module.
On my older system, any deviation from the above sequence, and capture would not work.
Others have had to make sure the camera was plugged in before starting Premiere. So the sequence can vary from one machine to another.
If your Premiere project is set up to capture HDV as opposed to capture DV it will show "Capture Device Offline"
Ok, apparently Windows is not seeing it, because it doesn't come up. Next?
Fix that. Then try again with Premiere.