I have the following files: file.cpg, file.dbf, file.prf, file.sbn, file.sbx, file.shp, file.shp.xml, file.shx
How do I open this in ArcGIS Pro which is looking for a file with extension .aprx or .ppkx
or ArcMap which is looking for .mxd?
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Your file are not a "project" but just some data in shapefile format (all these file with the same name but different extension are what is called a shapefile, for more information on what the different file are see here)
So if you want to visualise these file you will need to use the "add data" way rather than the "open a project" way (be aware that these data will display without any symbology but a default random color symbol)