Style assigns the specified style to the selected cell or text.
To assign a style to one or more cells, select the cells and then choose the desired style name from the Style submenu.
The cell styles listed in the Style submenu are defined in the style sheet assigned to your current notebook. Mathematica assigns a default style sheet called DefaultStyles to new notebooks.
Styles can also be assigned to individual words or characters.
See: Style Sheet and Edit Style Sheet.
The Other... dialog box lets you type in a style name to be assigned to the selected cell or text (not all styles defined in a style sheet need to be listed in the Styles menu). Note that you can also assign cell options by typing the option setting in this dialog box.