We report muon-spin rotation/relaxation (muSR) measurements on single crystals of the electron-doped high-T_c superconductor Pr$_{2-x}$Ce$_x$CuO$_4$. In zero external magnetic field, superconductivity is found to coexist with Cu spins that are static on the muSR time scale. In an applied field, we observe a Knight shift that is primarily due to the magnetic moment induced on the Pr ions. Below the superconducting transition temperature T_c, an additional source of static magnetic order appears throughout the sample. This finding is consistent with antiferromagnetic ordering of the Cu spins in the presence of vortices. We also find that the temperature dependence of the in-plane magnetic penetration depth in the vortex state resembles that of the hole-doped cuprates at temperatures above ~ 0.2 T_c.