How do I geo reference jpeg images in arc pro?
The help files have the options to choose from
Overview of georeferencing—ArcGIS Pro | ArcGIS Desktop
I'm new to Arc pro.
It is under the Imagery tab
No problem. You may be interested in some learning resources: https://community.esri.com/docs/DOC-12082-arcgis-pro-learning-resources
The quick-start tutorials are good to start learning the application.