Yes, map documents (.mxd), scenes (.sxd), and globes (.3DD) can be imported into ArcGIS Pro and saved in a project. For more information, see Import a map or a map package in the help topic Add maps and scenes to a project. The same geodatabase and shapefile datasets can be used by both applications. Web layers shared from ArcGIS Pro can be opened in ArcMap. Also, ArcMap and ArcGIS Pro can run side by side on the same machine. However, ArcGIS Pro projects cannot be imported into ArcMap.