The function is defined everywhere else in the complex plane by analytic continuation, which is a technique to extend in a natural way any function that can be defined as a power series that converges in some open subset of the complex plane.
The technique is based on a theorem of complex analysis that says that any two analytic functions (i.e. they can be expressed as convergent power series) that are equal at infinitely many points in a bounded area of the complex plane are the same everywhere they are defined. Which means that if we have a function $f$ that we know is analytic on for instance some open subset $U\subset\Bbb C$, then there is in some sense at most one function $g$ which is analytic on (almost all of) $\Bbb C$, and at the same time agrees with $f$ when restricted to $U$.
Thus the series $\zeta(s)$ you quote, which is an analytic function on the part of the complex plane where the real part exceeds $1$, can be continued uniquely to a function defined almost everywhere on $\Bbb C$. And that continuation is what we call the Riemann zeta function.