It's depends on how many type of constants you required in database.

1. if its only 1 or 2 tables then single or separate table is fine
2. Suppose if you need many different types of constants then instead of creating 20-30 tables for each type, you can follow structure like below:

TermSet and Term Structure

Here, you can maintain multiple type of constants in single table with mapping those with it's type.

Also you can create Foreign Key constraint on MaritalStatusID and LeavesStatusID on [User] table by referencing ID column in [Term] table.