Hi & welcome to the community,
first, how did you install Icinga 2 and the Director? The docs points you to running the kickstart wizard which also imports the pre-defined check commands from the Icinga Template Library. That being said, commands like hostalive or disk should already exist.
Each command in the Director needs exported fields as arguments, that’s a manual step you need to go before defining an actual host, service template and apply rules/service sets.
You don’t need to re-create icmp for example. That’s already available and ready-to-use. Navigate into Commands > External Commands and search for it.
I wrote a howto in the past which targets this topic with Windows agents: Director Service Sets: Add service checks based on host templates
Always keep it simple for the beginning though, and re-use existing command definitions before you go into advanced checks.
Cheers,
Michael