Fandev has released CuteDCP for Premiere (Mac / Windows), a DCP (Digital Cinema Package; explained) render tool for Premiere Pro and Adobe Media Encoder. It allows users to export DCPs from any file imported into Premiere Pro or Adobe Media Encoder, and has been tested on most major play-out servers for digital cinema theaters. There's a variety of other solutions available too.

Note: Revealed at NAB 2014, Adobe Media Encoder CC will soon also generate industry-standard Digital Cinema Package (DCP) files and AS-11 content packages. Encryption keys should be available as a plug-in from Quvis in the near future. AME is an export option in Adobe video tools.

For earlier releases, the CuteDCP export format plug-in works with Premiere Pro/AME CS5 or later. A limited demo version is available.

This export format plug-in does not work inside After Effects – there's already a Fandev plug-in for that – but you might use Dynamic Link or export your AE comp to Adobe Media Encoder, which also uses the plug-in. Its features are similar to the After Effects version and include :

• SMPTE and InterOp compliant DCPs
• Supported frame rates 24, 25, 30, 48, 50 or 60 fps
• 2K and 4K
• Stereo and 5.1 Surround Audio from timeline
• Title Helper, a tool for creating Content Titles.
• Internal Rec709 to x'y'z' colour space conversion.
• Interop Subtitles (CineCanvas) & SMPTE 428-7 Subtitles
• Multithreaded support, faster encoding
• DCP meta data control

Here's An introduction to CuteDCP for Premiere Pro:

There a number of resources if you need to roll your own DCP or just dig deeper. Creating a Digital Cinema Package (DCP) with After Effects has been an area of interest in the last few years, with threads on the AE-List, Digital Cinema Package Tutorial by Matt Cameron, and Getting to grips with making a Digital Cinema Package, a nice video by Danny Lacey on his methods for AE and Premiere. See also the comments in Need to Project in a Digital Theater? Make a Digital Cinema Package for Cheap with OpenDCP by Joe Marine.

CuteDCP looks like a shortcut through the thicket though, and similar export options from the big apps have been appearing more every few months. Adobe Media Encoder CC DCP support follows a DaVinci Resolve release with built-in EasyDCP features that can be unlocked after another purchase. 

Jonny Elwyn added his own roundup, How To Make A DCP For Free. His summary definition of DCP is nice: “DCP is video (JPEG 2000 with XYZ colour space inside an MXF wrapper), audio (Wav files in MXF at 24bit 48khz) and XML files that hold it all together.” He later added a larger survey for those deeper into this topic, Learn How To Make A DCP.

Also, here's some basics, Digital Cinema Mastering 101 from sundanceinstitute: