If you have an active msu netid and password, and you have made an ArcOnline account (see the home tab for instructions) you can download the ArcGIS Pro desktop software from it. Note: ArcGIS Pro will only run on a PC or a Mac running a PC emulator. It will not install on Macs. For system requirements please see this page.
To download ArcPro:
Login to your ArcOnline Account (if you need instructions see the Home tab of this page)
Click on the face in the corner next to your user info
Click on My Settings
Click on Licenses
Scroll down to "Download ArcGIS Pro"
Hit the Download link
To login to Pro once you have installed it, follow the login procedure on the Home page to login with your netid/password
Screenshots of the download process: