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See in Glossary, you can create custom scripting #define directives. On the Unity Developer website, go to the build target’s Advanced Options. (See documentation on accessing and editing Advanced Options.)
In the Scripting Define Symbols field, you can add your own custom scripting #define directives to the the built-in selection available. For each build target, enter the names of the symbols you want to define. You can then use these symbols as the conditions in #if directives, just like the built-in ones.
For more information, see documentation on Platform-dependent compilation.