ArcGIS Pro does not, as such, come with any preinstalled data, although there typically is a series of “Base maps” that can be used as background maps or to print a topographical map of somewhere. See more in the article “BaseMaps in ArcGIS PRO”. In the following, you can find articles on how to access the most common data types from ArcGIS Pro. This is, however, just my explanation of the common data types. for a more comprehensive text, see the ArcGIS Pro getting started guide on Adding data to a project https://pro.arcgis.com/en/pro-app/latest/get-started/add-data-to-your-project.htm