Best method for setting permanent aliases in powershell?

When I install something like ffmpeg with winget, it sets permanent aliases for ffmpeg, ffplay, & ffprobe.

winget install gyan.ffmpeg

It doesn't look like it's adding anything to my path environment variable. If I use the Set-Alias PowerShell utility, said alias is ephemeral, only lasting until the end of the current session. Eventually, I found that I can use my $profile to denote a list of aliases that instantiate every time I launch my shell.

Does winget do the same thing just with a different "profile" file? Is there a better way of doing this?