Whilst many laptops come with built-in Webcams which include microphones, and so do 'all-in-one' computers like the iMac, standard desktop computers whether Apple or other Windows PC make do not have built-on microphones and this therefore applies to the Mac Pro.
As indicated by Kappy the Mac Pro does have a 'line-in' audio input mini-jack connection which can be used, but in your case it would make more sense to get and a webcam and use that both as the camera and as the microphone.
Note: Some computer displays have built-in webcams and therefore also built-in microphones, these would be connected via a USB cable to the computer for the webcam connection and a standard video connection for the display itself.
Note: If your audio needs are a little bit more specialist, e.g. you record audio podcasts then instead you could look at a USB microphone like the ones in this article - https://www.thepodcasthost.com/equipment/the-best-podcasting-microphones-on-the- market/#yeti
We use the Blue Yeti to do audio conferences with multiple people round the table.