Depending on what you want to do in terms of styling, you can refer to the Telerik documentation:
Under the Appearance and Styling section for whatever control you want to customize.
Otherwise if just want to do some simple changes, you add your css file and overrride some of the styles or copy the skin files for the one you want to customize into your web application and then change the styles. To do it the second way I just mentioned, you would need to set EnableEmbeddedSkins="false", set the Skin to the name of the skin you made and then add the style tag to your page.
I hope that helps.