Stylesheets (CSS) are just another file in plain text.
1) You can, as you discovered, create an empty one in Sigil and enter the Style code.

You can copy and paste saved snippets/or from another CSS, from Notepad(++) or any plain text editor OR


Saved Clips ( I have a dozen or so, some are
templates that need completion. eg A @font { template, where I fill in the Font name and fonts filename
as imported )
1b)You can
move the (CONTENTS of the <styles> section to the stylesheet (remember to link the stylesheet back to that document file)
2)You can import (Add Existing) if you are working with (x)HTML export. (DOC does not use a CSS) or have a standard coding
Note stylesheets must contain the styles used in the document (there can be extras, those can be cleaned out i
n the end. (Tools: Delete unused styles)