In order to create a quad split screen on Premiere Pro you need to import the 4 individual videos into the work area so that they are easy to work with and more accessible. Each of the 4 videos should then be dragged onto the sequence timeline each having their own individual row. Once they are all onto the timeline you need to ensure that all of the 4 video clips are the same duration, in order to do this you need to crop all 4 to a suitable point where they are all the same length.