ArcGIS Pro will allow you to export your data to many different GIS formats such as shapefiles, Keyhole Mark-up Language (KML/KMZ), or CAD files (.dwg, .dxf, or .dgn). Some of these allow you to export multiple layers into a single file, while others only support single layers.
Shapefiles are a very common GIS data format that originated with Esri. A shapefile (.shp) only stores a single layer or feature class. So, if you wish to use this format, you may need to export multiple layers, each to its own shapefile.
Most GIS-enabled applications such as QGIS, Grass, MapWindow, and Map3D are able to read and display shapefiles. Some even have the ability to edit. In addition, most Global Positioning System/Global Navigation Satellite System (GPS/GNSS) software applications and collectors are also able to import and export shapefiles. As a result, shapefiles have become the de facto data sharing format for many.
The KML format is...