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If you want to see the legend information for a layer, you can select the layer in the Contents window and click the Show Legend button on the layer’s Tools tab or in its context menu. Show Legend opens the Legend window with the layer selected and its legend displayed in the window:

If the Legend window was already open, it becomes the active window and its combo box switches to the layer that was selected when the Show Legend button was clicked.

Each sub-layer for the layer is displayed expanded by default with its various symbols beneath. The symbols and their labels are basically a picture and non-interactive. The only elements in the legend that are interactive are the arrows next to the sub-layer’s name. You can click the arrow to collapse that sub-layer’s legend information. If you hold down the Ctrl key when you click the arrow, it has the effect of expanding or contracting all of the sub-layers.

The combo box at the top of the window displays the list of layers in the map alphabetically. You can switch the layer and it displays that layer’s legend in the window:

The following are examples of legends for the different types of layers that you see in ArcGIS Explorer:

KML and KMZ files
KML has a number of sub elements (i.e. KML Nodes) arranged in an arbitrary hierarchy. You'll find that KML and KMZ files you add to the map will display in the Contents window. These are not included in the legend because these nodes have more functionality associated with them than do the items of legend information for a layer. For example, you can navigate to a node, display its popup window, use it as input to a result, etc.

The KML node hierarchy for KML will be displayed in-line in the Contents window with each node establishing context when it’s selecte. Additionally, sub-nodes can be turned on or off, etc, etc. The design for displaying and interacting with KML contents will be detailed in another design document.