Can you attach a field type to a content entity definition class?

New to Drupal 8, coming from a symfony background. Still trying to wrap my head around some concepts. Tryng to figure out the best way to deal with addresses. I have been looking through the Address Module and wondering how best to work with it. So I am creating some content entities that all have addresses associated with them. I created a module for each entity type and added a dependency to the address module. From with in the entity definition class can I associate the address field type to the class? From what I understand (or missing some drupal concept) is that I create my custom entity and then from within the UI i attach the Address Field Type. How do I do this without having to going through the UI?

Thanks in advance. Any help is much appreciated!