It is very important to define key terms in research because one key term can mean different things in different scenarios.
Take democracy, for example, it has various definitions based on the context, region, discipline and even amongst authors.
Though these variations might overlap, the reality is that the way we see democracy in the context of national politics is different from how it is observed in international politics.
The way democracy is understood in the West varies from how it is perceived in Asia or Africa and even within and across countries in these regions.
The way a political scientist will conceptualise democracy is likely different from the way an economist, psychologist or scientist will do it despite its central tenets.
Even in the same academic discipline, different authors have different definitions for the term democracy. Not to exaggerate, almost every author has their own definition of democracy.
Same applies to all concepts in the social sciences, the arts, humanities, natural, applied and health sciences.
Therefore, defining key terms is very critical in research. It helps give clarity to the message you want to pass across.
You must not always have a separate subheading for it except you are writing a paper on concepts and conceptualisation.
You can always define key terms in the process of introducing your topic or providing background information and addressing contextual challenges.