In case you are using Pro Tools 9 or later then you can import all the active audio tracks from an entire sequence in Premiere Pro CS6 using an Open Media Format (OMF) file.
More documentation here :-
However, if you are using a previous version of Pro Tools which does not support OMF import, then you could export unmixed files using the following procedure :-
-> In the Edit in Audition dialog box, you could uncheck “Open in Adobe Audition” (since we want to send this out to Pro Tools) and then hit ok.
-> This should export each track as a separate discrete file, the resulting files are Wave files.
Colin Smith was kind enough to share this tip with me, he shares several of his tips here :-