Unfortunately, constants cannot be interpolated within a quoted string, whether double-quoted or heredoc-quoted ("<<<EOF"). A couple of the many options:
define("CONSTANT", "a constant value");
// one option:
echo <<<EOD
The value of the constant is:
EOD;
echo CONSTANT
echo <<<EOD
. You have just seen the value of the constant.
EOD;
// another option:
$text = <<<EOD
The value of the constant is: %s. You have just seen the value of the constant.
EOD;
printf($text, CONSTANT);