ArcMap's default behavior is to warn you if a layer you're trying to add has a different datum than the map's current coordinate system:
However, if at some point you (mistakenly, of course...) checked the "Don't warn me again ever" box, then you will, in fact, never see this warning, nor be able to access the datum transformations from its "Transformations..." button:
C:\Program Files (x86)\ArcGIS\Desktop10.6\Utilities
AdvancedArcMapSettings.exe(It may take almost a minute to start up; be patient...)
Subsequent ArcMap sessions should now warn you if you try to add a layer whose datum differs from that of the map's coordinate system.