The Adobe developers are working at adding in color management options and they are coming in piecemeal and are a bit confusing at times.
The basic structure is they are adding is the ability to set color space for clips in the bins for media clips, a working color space in the Sequence settings, in the Scopes panel, and in export settings.
Currently the only media types you can set or override color space for are ProRes and Sony XAVC-Intra media. Select one or more clips in a bin, right-click/Modify/Interpret Footage. Currently options are Rec.709, Rec.2100HLG, and Rec.2100PQ. There are the same options for the Sequence panel.
In the Scopes panel they have options for Rec709, Rec.2020, and Rec.2100HLG and Rec.2100PQ.
Exporting is a bit tricky as to get to the Rec.2100HLG/PQ options with H.264 requires selecting the Level as High10 rather than Baseline or High. It is clearer with ProRes which options to use. JPEG2000 in MXF allows Rec.709, Rec.2020, and P3D65. They have a pdf file if you can find it that has their HDR and other color management data for the current time listed with all export options.
They're also working to get HDR capabilities for general working. Currently they list things as requiring an AJA or BlackMagic device to get the signal off the computer and into the HDR monitor's inputs, but the most recent public beta seems to have some capabilities to work with Windows HDR settings if Windows recognizes a monitor as having HDR capabilities.
Going to the Adobe public beta forum is probably the best way to find the most recent posting about new color management options. I'm including a link to a public beta forum post by Francis Crossman, previously a color engineer and now co-product manager for Premiere.
HDR display on Windows using DirectX
Neil