The commands that you may use for a given service need to be defined as well. The commands are defined within /etc/nagios-plugins/config, which is also included by /etc/nagios3/nagios.cfg.
This is a useful place to look if you want to see how an existing command is defined, or if you want to define your own custom command.
Let's create a custom command that uses an existing plugin to monitor a new service. Plex media servers are configured by default to use a web server configured on port 32400. So let's define a check_plex service that uses check_http on port 32400.
To do this, we're going to create /etc/nagios-plugins/config/plex.cfg:
define command{
command_name check_plex
command_line /usr/lib/nagios/plugins/check_http -H '$HOSTADDRESS$' -I '$HOSTADDRESS$' -p 32400 '$ARG1$'
}