I am trying to learn and try ing this project:
I am a novice
You can download the WRI data set by clicking the Major Watersheds of the World link. Under the "Distribution Information" box find the "Data for download link" (here is the shortcut: http://www.fao.org/geonetwork/srv/en/resources.get?id=30914&fname=wri_basins.zip&access=private)
You'll get a zip file that contains the wri basins shapefile:
Then you can add the shapefile into the map by clicking the AddData button in ArcGIS Pro