Premiere Pro cannot import this Microsoft file format directly. You can export/capture the presentation to a video file and import that video file for editing. Use your favorite Internet search engine to find several tutorials on how to do this.
BT said: Another option rather than go from .ppt to .pdf to .bmp (or other image) is to saveas direct from powerpoint and set your filetype to one of the image formats offered (.gif, .jpg, .png, .tif, .bmp, .wmf, etc...). After choosing your filetype you will be asked if you want the current slide or all slides to be exported (each slide will be a separate image) set as needed. The images can now be imported and placed into their own composition file and/or layered as needed.
I had to do something similar not too long ago. I used OpenOffice.org Impress to open the PowerPoint, and then export to a multipage PDF (it's built into the program, and OpenOffice.org itself is free). I then used another free application called OmniFormat (try Google) to process the multipage PDF into multiple graphic files. You can set your output of choice. Took me awhile to figure out, but I've since used it frequently to take PowerPoint presentations and create DVD slideshows of the same content.