If you want to put #defines and type definitions in a separate file, put them in a header (.h) file and #include that into your sketch file.
If you want to put variable definitions in a separate file, put the definitions in a source (.cpp) file and put the corresponding declarations in a header (.h) file and #include the header file in your sketch file. By convention, the name of the header file should be the same as the source file, just with the extension changed.