You can create the defect at the time execution and associate the same to Test Case/Test Step units. Also, you can associate the existing defects to Test Case/Test Step units.
1: Execute a Test Cycle.
2: You can search for existing Bug/Defect searching with a summary or JIRA issue ID.
3: Also, you can create a new bug issue by clicking on the 'Create Bug' button.
Refer to this help guide for more information.