There's an xml file, usually named default.xml file, where you define your resource permissions and the defaults for guest and site users, but this will not do anything for custom roles.
There's nothing automatic about role setup, but when I need to do things like this I use a startup action. I can query to see if something has been set up (i.e. check if the role has a permission), and if it does just exit from the startup action. If not, you can do what you need to (create the role, assign the permission(s) to the role, ...).
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