The methods are members of the sound, so you need to implement them there (it is part of the interface the sound has to satisfy).
The docs say:
virtual bool SynthesiserSound::appliesToNote (int midiNoteNumber) - pure virtual
Returns true if this sound should be played when a given midi note is pressed.The Synthesiser will use this information when deciding which sounds to trigger for a given note.
Which means, if your sound can play all notes, you can simply return true in every case, if your sound is e.g. a drum kit, that reacts only to a certain key, or key range, you can check here and return true or false.
HTH