Good question....

First you can create your own custom menu in Studio > Navigation 

Then, add a menu block in Pages, and assign your created menu to that block

Then, Browser Inspector can be use to identify classes name that you want to style.  

Your css can be injected in Studio Pages by Selecting the page where the menu is located, and under Settings of that page, there is Injections boxes, for styles use the "In Head" and put your css in there using the <style> tag.