In premiere there is never an easy way to do things, that's why it's a professional programm
You can keyframe the clip or track volume by selecting that option on the leftside of the audiotrack (show clip or trackkeyframes) and then you can adjust the volume level on a specific point.
Mp3gain is mainly used if you have a whole collection of mp3's and you want the audio level of all of them at the same level but it doens't change one specific part of one mp3 which is too loud, it does change the audio level on the whole clip.
.prproj files are not audio files but project files, here premiere saves all the editing references you make.
Maybe you should start of with programs like magix videodeluxe, pinnacle studio or premiere elements since based on your questions the pro en encore version are a bit too much for you I'm afraid.