Hello @umerIdrees
You can find instructions on how to download ArcGIS Pro here: https://community.esri.com/t5/learn-arcgis-documents/frequently-asked-questions-for-learn-arcgis/ta-...
However, if you're just getting started with GIS, I recommend you start with ArcGIS Online and wait until later to try ArcGIS Pro. You do not need to download anything for ArcGIS Online, you use it in a browser.
You can make the map that you describe in ArcGIS Online. Here's a lesson that shows how to do the heat map part: https://learn.arcgis.com/en/projects/map-a-historic-cholera-outbreak/ Here's some instructions on how to add data from a csv or other table file: https://www.esri.com/arcgis-blog/products/arcgis-online/data-management/turn-raw-data-into-feature-l.../
ArcGIS Online is currently experiencing some changes. At the moment there are two versions of the map viewer: Map viewer classic, and the new map viewer. You can use either one. If you are following a lesson/tutorial/course, I recommend using whichever one is shown in the instructions.
As for the training courses, I think you will be fine starting with either one. I would probably choose GIS Fundamentals, but I haven't completed either course so I can't give you a very clear answer.