Download and Edit Census 2020 feature layer from Esri

[bikeMapper312]

ESRI has a web map titled "USA Census 2020 Redistricting Tracts." 

I'd like to open the map in ArcGIS Pro to do some analysis with my own county. When I open the map in Pro (via the portal), I am not able to export the selected data I want. It doesn't even give me the option. For example, I will do "select by attribute" to select all tracts in my county, but I don't have the option to export my data selection.

Is this because ArcGIS is seeing this as not my personal layer, so I am not able to use it? 

I feel like there is some super simple solution to this but I am having a brain lapse.

[RobertBorchert]

Do a Google search for 

tiger census data 2020

and download the data from census.gov

[JayantaPoddar]

After Selecting the Tracts based on your county boundary/attribute,

Use Copy Features or Feature Class to Feature Class tool.

[VMitch]

The above worked well for me