You can import excel to ArcMap. Just add the data as usual using the add data button in the toolbar and select the sheet with the data.
Then, right click the table in the Table of Contents and click 'Display XY Data..' and select the appropriate X field, Y field, and Z. Also, this would be when you would enter the coordinate system (generally this is WGS84 but you should ask)
Then, you can right click the new layer and go to data->export data and export it as a file or personal geodatabase type (you may have to create a fgdb at this point which can be done by clicking the cylinder button in the export data window).
And, voila! you've exported xy data as a feature class
This link may help https://desktop.arcgis.com/en/arcmap/10.3/map/working-with-layers/adding-x-y-coordinate-data-as-a-layer.htm