It's impossible to answer you because we don't know what you're trying to accomplish.
But if you're really brand-new to AE, you're going to have tough sledding when working in the application without a thorough grounding in the basics. That's just the nature of AE. I'd say the same thing if you decided to work in, say, Smoke or Flame. These are NOT applications you can use intuitively. Going into them with an attitude like, "how tough can this stuff be?" leads to lost time, poor execution in the application and frustration.
you can do a File>Import>Import Adobe Premiere Project - this will preserve your edits and effects, and each clip from the PrPro timeline is put on a layer.
Importing the Pr project as a regular file (Ctrl+i or Cmd+i) will import your project through dynamic link (I think you need CS for this to work, not stand-alone apps) and it will show up as a single asset.