A Web Map Service (WMS) delivers georeferenced map images. A WMS service may also contain a Styled Layer Descriptor (SLD) to specify how the WMS layer is to be symbolized and portrayed.
ArcMap (version 10.8, refer to link for earlier versions)
The content of a WMS server can easily be used in ArcMap, without needing to install any additional extension. To add a WMS service as a layer in a map, start by establishing a connection to the server, and then simply add the service to your map. The connection can be made through the Catalog window, or after opening the Add Data dialog box.
Click on the Add Data icon.
Add data dialog opens. From dropdown list in the field Look in select GIS servers. From the list of various GIS servers types select Add WMS server. And click on the Add button.
For a more detailed workflow, please refer to the Adding WMS services documentation.
For ArcGIS Pro the steps are similar as with ArcMap and a connection can be set up by adding a connection in the insert tab.
More details on how to do the link in a step-by-step approach can be found on this link.