To create a new style, click the Style launcher in the lower right corner of
the Styles section of the ribbon (in the Home tab). It looks like an arrow
pointing southeast. You can also display this dialog by pressing
Ctrl+Alt+Shift+S. In the lower left corner of the Styles task pane, click
the New Style button.

To make styles show up in the styles gallery, make sure "Add to Quick Style
list" is checked in the Create New Style... dialog box.

To control what styles appear, you would click the Manage Styles button in
the Styles task pane. You'll likely find the Recommend tab the most useful
for this.