It depends where you want to use them.
If you want a cut-out to use in part or sheet metal then taht's where you create it, although features which are specific to sheet metal will need to be created in sheet metal (louvres, dimples etc)
If you want 'blocks' to place on drawings then you create them in draft.
For a part/sheet metal feature, you will first need a base feature (protrusion or tab) then create the feature you want to save.
Create the library feature folder (if you haven't already) and in your part file click the feature library tab in the pathfinder, then browse to the library folder.
Copy and paste the feature from pathfinder into this folder.
bc.
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