The GeoJSON format is an open standard format designed to represent simple geographic features, along with their non-spatial attributes.
To load a GeoJSON file from the portal into Arcgis PRO it is necessary to convert it into a Feature Class, using the "JSON to Features" tool.
It is important to ensure that the data has the proper projection. If necessary, reproject the data using the "Project" tool (Project), which allows you to change the projection of a dataset, ensuring that it fits the coordinate system.