Where can I find the definition of SMI, SCI pins on a CPU?
SMI is generated for hardware faults. As most communication between the CPU and other components is packet-based, faults can be signalled using error packets, and the SMI is then generated internally. A dedicated pin exists if there is an interface that is not packet-based that needs to signal hardware faults that may be recoverable -- typically that means a memory interface.

SCI is an implementation detail of ACPI. The ACPI virtual machine has read and write access to hardware, but no dedicated "enter system management mode" instruction, so there is a system controller that provides a register that will trigger an SCI when written to. The BIOS sets up an appropriate handler and provides wrapper code in ACPI AML for those functions that are handled outside the OS context (mostly, suspend/resume/reset/poweroff). From the OS point of view, suspending the computer is writing a value to a "suspend controller". If the controller is implemented inside the CPU, there is no need to have a physical pin here either.