This can mean anywhere that you need to read it from a filehandle, or get it as a return from some other function. For example, you could have it in an actual file. You could put it in a __DATA__ or __END__ block at the end of your file and read it from the *DATA filehandle. You could retrieve it using LWP from a webserver somewhere, then parse it from that. As long as it isn't contained as text inside your actual perl code where the perl compiler will see it.
Here's an example:
#!/usr/bin/perl -w
use strict;
use Parse::RandGen::Regexp;
my $regexp = <DATA>;
chomp $regexp; # get rid of the line termination.
my $r = Parse::RandGen::Regexp->new(qr/$regexp/);
my $string = $r->pick(match=>1, captures=>{});
print("\$string: $string\n");
__END__
(?smi)^STOR\s[^\n]{100}
Here we're loading it from the __END__ section. For more info on how to use the DATA filehandle, see perldata. Otherwise, you can take the string, put it in a file, and then open/read/close that file as normal.