To show cut section in drafting of pro e , we generally create "X" sections in the part level and call those "X" sections in projected views. This tutorial may help you .
Download the part file attached , and create a "X" sections , go to view manager and follow the steps shown in the image
Create a "X" sections with any name and select the plane shown in the image
save the part and create a drawing file, place the view as shown in the image
Add a projected view as shown in the image,
right click the new view and select properties, follow the steps as shown in the image,
Please follow this procedure to show the section arrow
The final drawing will look like this