First of all, you might as well leave ther audio well alone. AE is not the programme with which you want to work on audio.
To get started, find the composition in your project panel that shares the name of your timeline in prem. They are essentially the same thing. Open it up and you will see all the different clips you edited out in prem on their own separate layer. This can seem a bit disorganised at first, but it's just something you need to get used to. You can work on collections of clips by selecting them all in the timeline panel and precomposing them (search in help for precomposing & nesting in AE help, or watch Aharon's podcast on the subject here at the Cow). Then you can add effects to the precomp, which will affect all the clips within it. Or to add effects to all the layers below a certain point in the stack, insert an adjustment layer and add the effects to that layer alone.
Also, bear in mind that AE will interpret visual fades as keyframes in the opacity values for the layers, so this is what you need to leave (the solids folder will be full of your audio fades, which you might as well bin as you shouldn't need them in AE anyway).
Finally, be aware that AE doesn't recognise everything from prem. I still use AE7 and prem2 mostly, and if I horizontally flip a clip in prem and then import the project into AE, AE just resets the flip so I have to do it again if I want to keep it. The same may be true for other manipulations.
Simon Bonner