Edit: Oh, there is no native method as far as I know on Excel side.
Edit2: This is for x/y point data only. If you need polygon, line etc. It's going to be bit more complex. I'd recommend use of python in that case.
Conversion from XLSX to SHP. Upload your XLSX data (widely used in software like MS Excel) and convert them by one click to SHP (Shapefile) format (widely used in software like ESRI ArcGIS and ArcView).
Hope this information will help you. To learn more tricks and functions you can do advance excel training course.