In ArcGIS, you can use data collected from a GPS device to create a shapefile containing points, lines, or polygon features. For more about shapefiles, see Shapefile in Wikipedia. Note: With most ArcGIS functions and tools, several methods can accomplish the same task. These instructions describe one way to do this procedure, but others may work just as well for you. The following procedure to add GPS points to a shapefile works best if you have only a few coordinates to add individually: To add GPS points as a graphic in your map document, use the Go to XY tool on the Tools menu. Select the coordinate system units and enter the XY coordinates. To insert the XY coordinate as a graphic to your ArcMap document, select Add Point. Be aware that the graphic will be saved with the map document, but will not be stored as data in the shapefile you are editing. Source.