In Studio, click the blue Mendix logo in the upper left had corner to go back to the developer portal.
Once you are there, click the blue Edit App button in the upper right hand side of the page and select Edit in ‘Mendix Studio Pro’
Open Studio Pro, click the blue Open App button and select the app from the Team Server App dropdown.
You can find more information about the Collaboration between Studio and Studio Pro in this documentation (link).
The easiest way to open Mendix Studio Pro from Mendix Studio is to click the ‘i’-icon in the top right corner and choose ‘Edit in Mendix Studio Pro’. The options Mike suggested also work.
Just by opening the same project by clicking the ‘edit in mendix studio pro’