Once they are defined add an ArnoldDenoise node where you can specify which outputs are to be denoised. It creates the basic required AOVs automatically (note: not render outputs, just "AOVs"). However, you need to create additional outputs if you want them to be denoised or if you want them to be used as a denoiser: albedo, etc.
An example denoising scene can be downloaded here.
Example denoising setup