When you have defined the connection definitions on your CICS system definitions (CSDs), these can be installed using the CICS CEDA INSTALL command.
If you want to install these connections as part of the CICS initialization process, you can add the group that contains the connection definitions to the CICS startup list that is specified in the GRPLIST= parameter. You then need to cold start your CICS system for the entries to become effective.