I used LaTeX for a long time before converting (with difficulty !) to ConteXt. For example, to define my new theorems, I used the amsthm package and I did this :
\newtheoremstyle{theoremdd}% name of the style to be used
{\topsep}% measure of space to leave above the theorem. E.g.: 3pt
{\topsep}% measure of space to leave below the theorem. E.g.: 3pt
{\itshape}% name of font to use in the body of the theorem
{0pt}% measure of space to indent
{\bfseries}% name of head font
{. ---}% punctuation between head and body
{ }% space after theorem head; " " = normal interword space
{\thmname{#1}\thmnumber{ #2}\thmnote{ (#3)}}
\theoremstyle{theoremdd}
\newtheorem{thmd}{Theorem}[section]

Here is what I propose with ConteXt:
\setupenumerations[
before={\blank},
after={\blank},
text=Théorème,
alternative=serried,
title=no,
prefix=yes,
prefixsegments=chapter,
way=bysection,
numberstopper={. ---},
titlestyle=bold,
style=italic,
width=broad]
\defineenumeration[theorem]
Is this the right method ?

title=yes, so that you can use\starttheorem[title=Pythagoras Theorem], which is similar to\begin{theorem}[Pythagoras Theorem]in LaTeX. – Aditya Aug 02 '18 at 02:55