In ArcGIS Pro, you typically work in a project that is saved on your computer. However, you don't always need to save a project. Sometimes your tasks involve data preparation and management, and you don't need to make maps or solve analysis problems. In these situations, you can start ArcGIS Pro without creating a project. You can then process your data and close the application without saving a project.
Learn the Basics of ArcGIS Pro:
ArcGIS Pro 01: Introducing ArcGIS ProArcGIS Pro 02: Create a project in ArcGIS Pro
ArcGIS Pro 03: Navigate maps and scenes in ArcGIS Pro
ArcGIS Pro 04: Add data to a project in ArcGIS Pro
ArcGIS Pro 05: Explore your data in ArcGIS Pro
ArcGIS Pro 06: Create a project template in ArcGIS Pro
ArcGIS Pro 07: Import an ArcMap document into ArcGIS Pro
ArcGIS Pro 08: Convert a map to a scene in ArcGIS Pro
ArcGIS Pro 09: Symbolize map layers in ArcGIS Pro
ArcGIS Pro 10: Label map in ArcGIS Pro
ArcGIS Pro 11: Share a web map in ArcGIS Pro
ArcGIS Pro 12: Make a layout in ArcGIS Pro
credit : esri