In ArcMap, ArcGlobe, and ArcScene, you can only create a single document type—a map, globe, or scene, respectively. These are all discrete units of work that are specific to those applications, and they all have different file extensions. In ArcGIS Pro, you create a project, which can contain several maps, local and global scenes, and layouts at once. All the contents of a project are saved in a project file.
Settings for map, globe, and scene documents can be found on the ArcMap Options, ArcGlobe Options, and ArcScene Options dialog boxes, respectively. For projects in ArcGIS Pro, you can manage project settings on the Options dialog box.