If your original file had a CSS stylesheet, it will have one when you open it in Sigil. If it doesn't, it won't.
Creating a new CSS file is easy. Right-click the "Styles" folder in the Book Browser, and choose "Add new item...". Don't forget to link to that CSS file in the <head> section of the XHTML files, like so:
<link rel="stylesheet" href="../Styles/Style0001.css" type="text/css" />
Admittedly, that last part is a pain. In a future version, Sigil will ask you from which XHTML files do you want the new stylesheet to be automatically linked.