The exact correlation functions as defined by a lattice simulation do take into account all nonperturbative effects, they contain all the physics. It is only the expansion of the correlation functions that doesn't take instantons into account. So yes, you can define a CFT by its correlation functions.
This is true for the usual situation of fields which can be added naturally and averaged. This excludes cases where the fields are of the sigma model type--- you can't add points on a manifold. In this case, an ad-hoc solution is to embed the sigma model into a larger R^n where you can define addition of points, and then you can define the correlation functions.
The definition of CFT is when you have conformal invariant correlation functions.