If you publish something and don't give an explicit license (US, anyway), the default is "all rights reserved". You can provide the license elsewhere if you like, as long as you still hold copyright. But if you transfer copyright to someone else, and it doesn't already have an explicit license, then they own copyright and you can no longer provide a license.
If you do provide a license before copyright transfer then, for most such licenses, the license is "sticky" and can't be withdrawn, even by the new copyright holder. If you do that without informing the new copyright owner then you can be in some trouble, since you can no longer transfer "all rights", but only the limited rights you still hold.
Some publishers, including conferences, will be fine with this. Others not and you could wind up having a paper rejected/withdrawn. I suspect IEEE might be lenient here, but they need to be informed of any prior license to anything they publish. Putting it in the paper itself makes it obvious, of course.
However, it isn't where you provide the license terms (in the paper or elsewhere), but when you detail the license terms, assuming that you can, at all.