When transitioning from ArcMap to ArcGIS Pro, you can still use your old projects that were saved as *.mxd files. Here’s how to do it:

1. Open ArcGIS Pro and click on the Catalog pane.
2. Browse to the folder where the .mxd file is located.
3. Right-click on the .mxd file and select Import and Open.

This will convert the project into the ArcGIS Pro format and open it in your current ArcGIS Pro session.