It is not possible to add editable legends in a graphics layer in ArcGIS Pro. Legends are layout elements that explain the meaning of the symbols used to represent the features on the map and can only be added to the layout view. Refer to ArcGIS Pro: Add a legend to add legends to layouts in ArcGIS Pro.
Alternatively, take a screenshot of the desired legend in the layout view and add the screenshot as a picture to the graphics layer. Refer to ArcGIS Pro: Create graphic elements for steps to add the screenshot by selecting the Picture graphic element type from the gallery. However, the legend from the picture cannot be edited and it loses all connection to the map. Changes to layer symbology, for example, adding or removing layers, will not be reflected in the legend.
The image below shows the legend added as a picture in the graphics layer.