Definitions can be managed a few different ways depending on your needs.
Create Definitions on Demand When Needed
When you select "Match Rule Features" that require a definition reference, you can simply create it on the fly then, and reuse as needed later.
Create Defintions Prior to Use
Sometimes is makes sense to create definitions in advance because you already know you will need them. You’ll see the "Definitions" tab at the top of "Configuration" section.
You can add or change them anytime and if you change any that have multiple references, all your changes will be reflected globally for every reference.
Keep in mind that a definition that has no reference also has no affect to your CDN Property traffic.