Yes, your code goes there but it must be indented by two spaces:
- platform: template
sensors:
temperature_HVAC:
friendly_name: "Whatever"
value_template: >-
{% set t = states('sensor.pana_mek_outside_temperature') | float(0) %}
{% if 0.1 > t > -2.1 %} 18.5
{% elif -2.3 > t > -4.1 %} 19
{% elif -4.3 > t > -6.1 %} 20
{% elif -6.3 > t > -8.1 %} 21
{% elif -8.3 > t > -10.1 %} 22
{% elif -10 > t > -12.1 %} 23
{% elif -2.3 > t > -14.1 %} 24
{% elif -14.3 > t > -16.1 %} 25
{% elif -16.3 > t > -18.1 %} 26
{% elif -18.3 > t > -20.1 %} 28
{% else %} 22
{% endif %}