Several NewBlueFX come with the program. They're under your Video Effects.
Welcome to the forum.
Besides the NewBlue FX products included in PrE, they offer additional Effects and Transitions, plus other products.
In PrE 4.0, I have 20 NewBlue FX Transitions, that are designated as such.
New Blue FX are some effects which are provided by the New Blue Inc., and are used by programmes in Adobe Premiere, Adobe After Effects, Sony Vegas, etc.
New Blue Inc. also provides some free effects. You can find them on their website http://www.newbluefx.com/