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I take it the problem you are having is with the part where you have the to have the person run in front of the fire?
It looks like for the tutorial they exported an image sequence from Premiere, then edited each individual frame in photoshop to cut the figure out of the background where he would be overlapping the fire effect.
You can then import this image sequence back into Premiere (when you click on the first file in the sequence you should have a button at the bottom of the import window that will let you import a sequence) and place it in the timeline in a video track above the track that contains the fire effect.
In general though if you have After Effects I would recommend doing this kind of compositing there.