At the moment, all glossary entries are treated as domain objects, so all you have to do is add an item to the glossary. In the future, we may have finer-grained control to allow you to specify which entries should be treated as domain objects. The report shown on the page you refer to is the DomainAnalysis report, one of the standard Word reports that comes with CaseComplete (Tools/Generate Word Report)
Let me know if you have any other questions.
Doug
Serlio Software