Since the question was tagged with ArcGIS Desktop, I'll add an answer for that.
I'm not aware of a method in ArcGIS Pro to do this from the user interface, but a short script can be used to convert the WKT to a shapefile, or any other format supported by ArcGIS.
Note that I haven't specified a spatial reference. When using WGS84, ArcGIS did not let me insert my test geometries, maybe it works for you though.
The script will probably also fail if the worksheet contains point or line features, because a shapefile can only contain one type of geometry. But since your sample only has polygons, you should be good. Polygons and Multipolygons can be mixed.
import arcpy
import os
# The name of the worksheet containing the data
xls = r'c:\temp\wkt.xls\Sheet1$'
# The name of the output shapefile
shp = r'c:\temp\wkt.shp'
# Create the shapefile if it does not exist yet
if not arcpy.Exists(shp):
arcpy.management.CreateFeatureclass(os.path.dirname(shp), os.path.basename(shp), 'POLYGON', None)
# A cursor used for inserting rows
insertCursor = arcpy.da.InsertCursor(shp, ['SHAPE@'])
# Read data from the XLS row by row
with arcpy.da.SearchCursor(xls, ['*']) as searchCursor:
for row in searchCursor:
# Assuming the WKT is in the 2nd column (having index 1)
shape = arcpy.FromWKT(row[1])
insertCursor.insertRow((shape,))
del insertCursor