DCIs can be specified on nodes, or in template (which should be applied to nodes). You can create your DCIs on a node to test them and move to a template later on.

We have some info on data collection in the docs: https://netxms.org/documentation/adminguide/data-collection.html , but feel free to ask questions.

Is it under "Infrastructure Service"? I cannot get the snapshot that u share.

Thanks and appreciate your feedback

This is done using instance discovery mechanism. NetXMS has templates for systems where you can install NetXMS agent and not so many templates for SNMP devices (there's a lot of different devices providing data on various OIDs, so typically people make templates for devices that they have in their network).
E.g. for some Cisco devices fan information table is 1.3.6.1.4.1.9.9.13.1.4, where fan names are in 1.3.6.1.4.1.9.9.13.1.4.1.2. This oid is specified on Instance Discovery page of DCI properties.

Then on the General page we can use indices found by instance discovery - they are now in {instance} macro.