In which section of the thesis should I give information about formatting? How?
It is frequently the case that a scientific work will explicitly introduce its notational conventions to the reader.  Sometimes this is done inline, but if there is a significant amount to explain, it's nice to set it aside in an easily identifiable portion of the document with a name like "Notation."

If the conventions will be used throughout the thesis (as it sounds will be the case for you), then a good place to do this is following the introduction, either as a subsection or as its own chapter, depending on the size and complexity of what you write.