In my master thesis I included some definitions exactly (just translated in French) like they appear in a paper because they are particularly well written and easy to read for someone who has never dealt with the subject. Of course I do cite the paper, but should I explicitly tell that the definitions are from that paper ?
That is a great question for your advisor. :)
All I can give is my personal opinion on that, and your advisor might have a different opinion (and in the end, he grades your work, not me, so it might be good to find out what he is thinking):
There are two ways to quote a paper. One is to quote its general content, this is marked by something like
The following section is based on multiple works by A and B [1,2,5,7].
If, as in your case, you want to directly quote something verbatim, I would make it clear, for example like this
Definition 7 ([1, theorem 4.3])
Including the exact place where to find it in the original paper helps others to check that you really just quoted verbatim (don't get me started on people who change a quoted theorem to suit their claims...).
As a general rule, always try to make it as easy as possible for people to read and verify your work, without drowning them in unnecessary references. Quoting a famous 50 page research-novel might look good in your sources, but if you don't give the exact place in there, almost no one will have time to check what you are quoting.
Yes, you should indicate this explicitly. Make sure to clearly distinguish between ideas that you paraphrase from your sources, and text that you copy in identical form.
There are Latex environments that do this for you, for instance quote. It will visually mark up text blocks that you have taken in verbatim from a source. Not doing so properly may raise issues of plagiarism.