The addition of stylesheets and palettes for your applications is supported through project properties. A typical application layout that includes palettes and stylesheets is shown below.
MyTool MyTool.m Utilities.m PacletInfo.m Kernel init.m FrontEnd Palettes palette.nb Stylesheets styles.nb Documentation English
Of course, you can follow some other arrangement of files. After setting up the files, you need to set the palette and stylesheet project paths, then they will be used by the Mathematica front end when launched from the Workbench.