Recently, a new high energy proton microscopy facility PRIOR (Proton Microscope for FAIR Facility for Anti-proton and Ion Research) has been designed, constructed, and successfully commissioned at GSI Helmholtzzentrum für Schwerionenforschung (Darmstadt, Germany). As a result of the experiments with 3.5-4.5 GeV proton beams delivered by the heavy ion synchrotron SIS-18 of GSI, 30 μm spatial and 10 ns temporal resolutions of the proton microscope have been demonstrated. A new pulsed power setup for studying properties of matter under extremes has been developed for the dynamic commissioning of the PRIOR facility. This paper describes the PRIOR setup as well as the results of the first static and dynamic proton radiography experiments performed at GSI.