When configuring hunt groups, where do you add the individual directory numbers that will be part of the group?

A route group contains gateways and trunks for outbound PSTN routing, not directory numbers for hunt groups.

A line group is the configuration object in CUCM where you add individual directory numbers that will receive hunted calls. Line groups define the distribution algorithm (top-down, circular, etc.) and are then assembled into a hunt list, which is referenced by a hunt pilot.

A hunt list aggregates one or more line groups together; it does not directly contain individual directory numbers.

A hunt pilot is the dialed number that triggers the hunt process; it points to a hunt list, not individual DNs.