The students can share the mark-up to your ArcGIS Online organization. Or via email. This would allow you to access the mark-up on your device.
You could convert it by sharing to ArcGIS Online and then adding to ArcGIS Pro. Possibly convert to a kml.
I found it all to be a bit difficult the last time I did it. I recall having to have them email it to me, then I share to ArcGIS Online, and at that stage I could start working with it.
https://doc.arcgis.com/en/field-maps/android/help/markup.htm
Related note, would recommend moving to ArcGIS Field Maps. ArcGIS Explorer has retired and been merged into ArcGIS Field Maps with the other map-centric data collection apps. You should be able to sign in and use it the same way as explorer as long as the web map has been enabled for Field Maps in the web map settings.
