You can create the defect at the time execution and associate the same to Test Scenario/Action steps/Step units. Also, you can associate the existing defects to Test Scenario/Action steps/Step units.
1: Go to the execution screen > click on 'defect' icon
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 Add Bugs button
Here is the link to help documentation.