I need IronOxide as material, and I cannot find it in materials in HFSS, if I want to "Add material", should I define all properties? because I only have the volume susceptibility which lead to relative permeabilty.
You need to search books and the internet to find a range of values and measurements, and decide which one is best for you to use. Wikipedia says there are 16 kinds of Iron oxide and oxyhydroxide.
It depends on someone having measured it at or near the frequency you need!
Hopefully someone here may have done or know about it, but it would help if you specified the oxide you are interested in and the range of frequencies.
don't forget that rust surface roughness also influences the wave propagation and loss. so you have to make a serious research before modelling this. you don't need the mass density for wave solution only. It is for SAR, and probably for structural analysis.
Yes, you have to define all properties in HFSS, create a new material. Usually, I do this only with three properties. Dielectric constant, loss tangent and conductivity as well.
For your specified frequency, you can easily find these properties in research litrature and make your own material in HFSS.