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There are some things you should know about how Lightroom handles certain file types before you start importing:

• PSD – Lightroom can only handle layered PSD files that have been saved with “Maximize Compatibility” set. This is because Lightroom can’t handle layers, only the composite image created when maximize compatibility is set.
• If you shoot Raw+JPG and keep the two file types in the same folder, Lightroom will only import the Raw. In fact, if you have PSDs, or TIFFs in there and they all have the same file name, but just different file extensions, then Lightroom will only import the Raw. So, if you need to have multiple file types you’ll need to either change the names to not match the Raw files, or put the other file types in a subfolder prior to import.