It depends. What do you mean by setup? Do you have the "JIRA Administrator" global role/permission to create JIRA roles?
Project roles are defined by the JIRA administrator and users with PROJECT administrator permission assign/remove users from the roles. JIRA admins assign roles to permissions. All projects can use all the roles. You can't restrict roles to specific projects. The is accomplished in effect by not using the role in a project.
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