In ArcMap I made custom road shield style labels where it would drop the number from the attributes onto a graphic I made. How do you do this in Pro?
Configure the symbol for the road shield label class to use a Point symbol callout.
With the Point symbol callout type selected, click the menu next to the Point symbol property and choose Format point symbol...
When the Format Embedded Point Symbol pane opens, click the Layers tab and choose your file.
Some help topics to get you started: