Open a Reaper Project in Pro Tools
Pro Tools can't open a Reaper project, but it can import an OMF — which is what the converter makes from your project.
Once you have the .omf file, open it with Pro Tools (double-click it, or right-click it and choose Open With > Pro Tools), or use File > Import > Session Data from inside a session. The Import Session Data window lists the tracks in the OMF, so you can choose which ones to bring across.
Under Audio Media Options, choose Copy from source media so the audio is copied into your session folder. The converter embeds the audio in the OMF, so there are no separate files to link.
Check Import Clip Gain and Import Volume Automation if you want the levels from your Reaper project to come with the clips.
You can convert your Reaper project to OMF for free here.
Going the other way? Here's how to open an OMF file in Reaper.