If we want to have new symbols in our language, which are definitional abbreviations for strings of symbols already in our language's alphabet, do we have to add them to that alphabet?
For example, when writing down the alphabet for the language of set theory, then if we take ${\land}$ and ${\lnot}$ as primitives, do we have to write ${\implies}$ in the language's alphabet, considering that $a{\implies}b$ is the same thing as ${\lnot}(a{\land}{\lnot}b)$?
If yes, why yes? If not, why not?
It depends, but basically, yes you do. If you are going to have a formal definition of the syntax of a theory, you can't omit some of the symbols you want to use in the theory. If you did, then obviously any expression using symbols outside of the specified alphabet wouldn't even be syntax, let alone well-formed.
The only reason I say it depends is that you can view a definition of that form as defining a new theory that, by definition, is interpretable into the old theory in a sound and complete manner. In particular, it is a conservative extension, and in particular, an extension by definition.