After Effects relies heavily on files created by other applications. (AE is a compositing application, not a paint or drawing app after all). You'll find that a majority of the files you use in AE will be Photoshop and Illustrator files.
In After Effects, choose File>Import>File or press Cmd+I (Ctrl+I). You can also double-click in an empty area of the project window to launch the import dialog box.
Navigate to the file. Make sure you have chosen to import as Footage, Composition, or Composition Cropped Layers .
Double click on the file or select Import. You can Cmd+click (Ctrl+click) to select multiple items in the window.
If you select the Footage option, After Effects will prompt you to choose a layer or to merge layers if the file you selected contains layers. If you have a layered file, but only need the composite image, choose merged. The merged files load and render faster.