Where is DEBUG defined in the code?

I looked at a sample code to create a log system on my server... And I found this

#if DEBUG
printf("something here");
#endif

I know what it does. It prtins something only if DEBUG has been defiend. But where is DEBUG defined? I looked at the all the header files but I could't find DEBUG..

Also, Could you please provide me a good example or tutorial about designing logging system?

Thanks in advance..