Depending on the type of style you're applying, you select areas of your document or click within them, and then you click a style in the task pane to apply it.
The great thing about a style is that you can click it and apply it in multiple places at once. For example, you could select three different lines of text that you want to get the same heading style, and then just click the style, such as Heading 1, once to apply it in all three places.
You could also modify that style later, and all the text styled with it would update instantly. More on that in Lesson 2.