The relevant help is :help usr_40.txt
entitled 'Make New Commands'.
Just put either of the below options in your .vimrc to make it permanent.
40.1 Defining command-line commands
For your question you can do this (note that user defined commands must begin with a capital
letter):
command! Nocomments :%s,/\*\_.\{-}\*/\n,,g
40.2 Key mapping
You can also define custom normal mode commands with nmap and nnoremap
:
nnoremap <LEADER>n :%s,/\*\_.\{-}\*/\n,,g<CR>
Then in normal mode you can press your leader key (default is \
unless you
remapped it) followed by the letter n
and the substitute command will happen
(note the carriage return had to be added).