I am not 100% sure what you mean by this. Do you mean:
1) how do I add a new style sheet to telligent (which contains css classes that apply to your widet)?
2) how do I apply a css class to some of the html elements in my widget?
3) how do I add extra css styles to the existing style sheet?
If 1 then there are ways to dynamically load a style in widget code, however this is generally only done in special cases where you want to conditionally apply css based on logic. if you are just styling an existing or new widget then you are best just adding the new styles to the existing screen.css in the theme (or modifying existing styles).
hope this helps.