You can use custom geoprocessing tools that are included in your project, or build and use your own custom tools. ArcGIS Pro supports custom geoprocessing tools that are built with ModelBuilder or Python (both script tools and Python toolbox tools).
Toolboxes containing custom script and model tools can be seen in your project folder connections. To add a toolbox to your project, click Insert > Toolbox > Add Toolbox and browse to the toolbox, or right-click any toolbox in a folder connection and select Add To Project. A reference to the toolbox will be saved with your project in the Toolboxes node in the Project pane.
Since custom model and script tools look and work just like any ArcGIS geoprocessing tool, you can use them just like you would any other tool. Click a custom tool to open it in the Geoprocessing pane where you can fill in parameters and environments, and run the tool.
You can add custom tools to the Analysis gallery or Favorites in the Geoprocessing pane.