I usually just copy the clips from the media card directly to a folder on my computer. You can either buy a card adapter (cheap) and remove the media card from the camera similar to using an SD card, or just plug a USB cable into the camera to download the media card content. When you plug the USB cable into the computer you will need to enable USB in the camera. Look at the camera LCD and follow the instructions.
After transfer is complete go to the location on your computer you saved to. You will find a folder named XDROOT. Open that folder and find another folder named Clip. In the Clip folder you will find three different types of files. You want the MXF files. If you sort by File Type you will get all the MXF files next to each other.
In Premiere Pro CC go to the edit window. Look in the bottom left corner for the Project window where you media will reside. Highlight all of the MXF files in the Clip folder and then drag them all into the Project window. Now you can create a sequence and begin to edit.
Hope this helped.