What happens when you click on a parcel using the Explore tool?

A pop-up window appears that contains information about the parcel clicked on.

What happens when you click on one of the other values in the drop-down list?

Information about that feature is now displayed in the popup.

What happens when you roll the scroll wheel away from you?

The map zooms in. (Unless you have adjusted your options for ArcGIS Pro.)

What happens when you select the new symbol?

The symbol used to visualize the building layer changes to the gray building footprint symbol, which was selected.