Project-on-the-fly is the process that Esri’s Arcmap uses to align spatial data layers projected using different coordinate or spatial reference systems.
Project-on-the-fly makes it so at face level different map layers align nicely above one another. However, if you’re planning on performing any spatial analysis it must be noted that project on the fly, while appearing accurate is actually still distorting the some map properties (distance, area and direction).
To manually project a layer to align with your data frame you must use the spatial analysis tool ‘project’. You place your desired layer into the input bar then select your desire projection from the drop down menu for output projection.
This will create a copy of the input layer that is projected in your desired coordinate system!!