Just make sure you render out your scene as a video file that is compatible with Premiere and you should be OK.
DV AVI type 1 or 2 is the most common and just about any PC and any editing program should be able to take them in. They are also at a main-stay quality of regular NTSC (29.97 FPS, 720x486 resolution).
Tony's right though, they're two different programs, but the sum of all things from LightWave will be compatible with Premiere, although it's not like you can take any 3D objects or scenes directly into Premiere that I know of. If you can, then that's an issue with Adobe.