I presume you are asking how add preprocessor macros to the command-line during the build? If so, here's how:
1) If the SDK has set the Symbian Linker v2 in the Target Settings pref then you would add your macros to the SYmbian Compiler > Macros field in a comma delimited list (e.g. _CHECK,_WIN32).
2) If the SDK you are using as set the "Symbian Linker" in the Target Settings pref then you would need to add the macros to "Additional Command Line" field in the "Symbian Target" pref. But here would add them as they are processed by the command line (e.g. -D _CHECK -D _WIN32)