How to define multilayer PML in HFSS

Use the PML wizard. It is in the boundary assignment menu.

I advise you to create a vacuum box as if you were going to assign it a radiation boundary condition, but with a smaller open space (the needed open space is indeed smaller for PML conditions (see the help contents)). Select it, open the PML wizard, and let HFSS compute the required parameters for you.

Oh and if you're using a symmetry plane, don't forget to include the created PML faces aligned with this plane (after the PML wizard has done the job).