The Add External Layer window appears when you click
(Add External Layer) next to "External
Layers" in the Legend section.
It contains controls for adding a layer from an external source using a URL (web address).

URL - Enter the URL web address for the layer.
Mode:
Auto - The chosen mode is based on the characteristics of the service.
On Demand - Only features for the current extent are retrieved.
Snapshot - The maximum number of features are retrieved from the server.
Upload Shapefile - Use this option to import your own shapefile from a .zip file.
Add to Map - Click this button to add the external layer to the map and close this window.
Cancel - Click this button to close the window without adding the layer.