First, confirm the coordinate system of your data by right clicking on the layer and going to Source. In this case, it shows as the following
Projected Coordinate System: WGS_1984_Web_Mercator_Auxiliary_Sphere
Projection: Mercator_Auxiliary_Sphere False_Easting: 0.00000000
False_Northing: 0.00000000 Central_Meridian: 0.00000000
Standard_Parallel_1: 0.00000000 Auxiliary_Sphere_Type: 0.00000000
Linear Unit: Meter
Geographic Coordinate System: GCS_WGS_1984 Datum: D_WGS_1984 Prime
Meridian: Greenwich Angular Unit: Degree
To change the coordinate system to match another dataset, use the Project tool, found in Data Management. The important thing to remember is that you need to Project (change the projection) rather than Defining a projection, as the latter will give you the wrong output.
If you already have a dataset whose coordinate system you wish to match, there's an option on the output coordinate system selection dialog box to Import.