How do you import styles?
styles come with model themselves or with additional networks, that can be hypernetworks or loras. Sometimes styles also come as embeddings. So it really depends.
As @Lykon says, it depends on what type of "styles" you're referring to - but some of the most common ones are as follows (I'm presuming you use Automatic1111's WebUI).
Textual Inversion Styles (.pt - less commonly .bin)
These are like the ones I typically produce - they change a particular aspect of your scene, and they're placed in the \stable-diffusion-webui\embeddings folder.
These affect the whole scene, and are placed in the \stable-diffusion-webui\models\hypernetworks folder.
LORA Embeddings (ckpt, safetensors)
These are special types of embeddings, not particularly common yet, and they require an extension to bring into the WebUI - if you use the "Additional Networks" extension, they're placed in the \stable-diffusion-webui\extensions\sd-webui-additional-networks\models\lora folder.
Hope that helps!