Like this (using the example of various AI states for an AI State Machine):

enum AIState { Asleep, Idling, Chasing, Fleeing, HavingLunch }

And then you can assign any value from that enum to a variable, like this:

var state = AIState.Idling;

In the above example, the variable's type is implicitly defined as "AIState". You can explicitly define a variable with that type like this:

var state : AIState;

And similarly you can define the input parameter of a function to recieve a value from your enum, like this:

function PerformAction( currentState : AIState ) {

    switch (currentState) {
        case AIState.Asleep: 
            Debug.Log("Zzzz.");
            break;

        // etc...
    }
}

You can also assign values to your individual enum elements.

enum Layer
    {
    Protagonists    = 9,
    Antagonists     = 10,
    HeadsUpDisplay  = 11,
    LevelBoundaries = 13
    }

This is incredibly helpful if you use layers, for example. Rather than using

this.gameObject.layer = 9;

You could instead use the easier to read

this.gameObject.layer = Layer.Protagonists;

This is especially helpful as there is then only one location, your enum, where you have to change the layer number if a change is needed.