SMF Files are data sets that contain the SMF records for your systems. See Systems for the type of records expected in the SMF file for each system type.
You define your SMF Files to the system(s) that they have data for. If your SMF File contains data for all systems running on an MVS™ Image, then define the file once to the Image system. Then all systems that run on that Image (CICS®, DB2®, MQ and Logger) will use the Image's file specification.
System Definitions has an SMF File maintenance facility that allows you to view all the SMF files you have defined and the systems that use each file. See Maintaining Personal SMF Files for more information.