Note: This is part of a three-part post on styles. See this post for the intro and links to the other posts.
Styles are recipes, or definitions, or paragraphs, of individual characters, of pages, and of lists. (Frames too but I find them less useful.)
Here are some illustrations.
Here are some pictures of the definition window. They look a lot like the formatting windows, but you choose Format > Styles and Formatting, then create styles from the Styles and Formatting window.
Everything starts by choosing Format > Styles and Formatting. You get the Styles and Formatting window. Click the icon at the top for the kind of style you want: paragraph, character, etc. Right-click in that window and choose New or Modify to get the editing window you want.
Click each thumbnail if you want a bigger view.
List style definition window: