It sounds as if you selected File > Import. This function is for importing songs which have been exported from Power Music. That is why you got the message about not finding Power Music files.
There are two ways to import pdf files:
[ol][li]If the songs are stored on the CD as separate pdf files then you need to add them one song at a time by going to ‘New song’ on the main toolbar.
For chord sheets then select import pdf (the Open icon) on the Chord Sheet Editor toolbar. Browse to the pdf, select the pages you want and press OK. You will probably have to edit the layout of the chords - if they appear in black there may be spaces or non-chord line characters.
If the files are in sheet music format then perform the same steps from the Sheet music tab - in this case you can select an area of the page to import and it will apply this area to all pages selected so that they are all the same size.[/li][li]If the songs are all on one pdf then the quickest way is to use File > Import pdf/create songs. You still have to do them one at a time but it is quicker. Browse to the file, find the song you want, enter the first and last page number, select how many pages per screen, add titles then press Add song. Repeat this for each song you want - you can see the list of songs as you add them. Press close when you are finished and all these songs will be in the system.[/li][/ol]
I hope this helps. Once you have done a few you will find it is very quick to import from pdf and get it to look the way you want it. Remember to select how many pages per screen you want.