Where to define "theme_advanced_blockformats"

Hello all,

I am new with running my own WordPress site. I want to tweek TinyMCE, and I really want to do it myself instead of using an already made plugin.

I am trying to add a block format to the existing format dropdown, I’ve found bits of information already but need help to piece thing together.

First, I’ve found how to customize the dropdown list.

Second, I think I have found how to edit “theme_advanced_blockformats”, but can’t find the file where that needs to be done.

Does anyone here has an idea? or maybe an easier to achieve my goal?

Thanks!