Professional goals in pursuing a doctoral degree - Statement of Purpose
Your SOP as a whole should cover your professional background in terms of classes, research, former professional experience, and your goals going forward. It sounds like you're asking about the last part of this. 

Yes, your goals going forward are to do a good PhD and to get a job at a start-up. Those are reasonable goals, so it's reasonable to list them. 

To the extent possible, you should be specific: what kind of research, which core skills, what types of jobs, etc. Obviously you want to leave yourself enough room so that your interests can evolve, but if you can articulate a well-thought-out, realistic plan for what you're going to do with this PhD after you get it, that will put you heads-and-shoulders above most applicants, who will be focusing on the PhD as an end in itself, or haven't considered jobs other than hyper-competitive faculty positions.