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If Premiere is not open, open it.

If you have not set up a project yet, please refer to this wiki:

Move your playhead through Premiere until you find the single frame that you would like to export.  Park your playhead 
on that frame in the timeline.

Click the "Export Frame" button

or

Press Shift+E

Name your Still frame

Select 'Format > JPEG'

Browse to where you'd like to save

 Name your Still frame

Click OK