"Predefined set of computers", where to define?

In windows 8/10/Server 2012/Server 2016 "Windows Firewall with Advanced Security", when defining allowable addresses, I can select addresses/subnets, address-ranges, or a pull-down with "Predefined set of computers"

I'd like to bundle all our external sites in "Remote Corp Network", but where do I define the addresses?

My googling only leads to threads like this; no answer https://social.technet.microsoft.com/Forums/office/en-US/8c4c6b4a-dc24-4a66-920f-4df0f4e283ed/windows-firewall-with-advanced-security-scope-of-rules-remote-address-predefined-set-of-computers?forum=winserverPN

I found a Technet thread for you which suggests that it's not possible to define any other sets. It includes links to other references which provide guidance for using the GUI and Powershell which may provide you with the functionality that you require.