The steps to add special effects material in Adobe Premiere Pro are as follows:

Open Adobe Premiere Pro software to create a new project, or open an existing project.

In the project window on the left, select the sequence to which you want to add special effects material, or create a new sequence.

In the "Effect Control" window on the right, click the "Effect" tab to see the classification of various special effects materials.

Select the category of special effects material to be added, such as transition, color correction and sound effect.

After selecting the special effects material, drag it to the video or audio track of the sequence, and adjust the parameters of the special effects material as needed.

In the "Effect Control" window, you can adjust the parameters of special effects materials through the control panel, or you can directly operate the special effects materials in the sequence.

After adjusting the special effects material, play a preview of a sequence to check whether the effect of the special effects material meets the requirements.

Finally, the sequence is exported, and the video with special effects can be exported as a new video file.

I hope these steps can help you successfully add special effects materials in Adobe Premiere Pro.