In general, styles help you make a shape, a paper, a layer, or some other type of element take on certain characteristics. Shadow styles add a specific type of shadow, with varying depth, distance, and color. Glitter styles make the element or shape be covered in glitter of a particular color. If you want just a bit of glitter on something (like a stroked edge), you'd need to add the stroke, select just the stroke, make a new layer with the stroke selection, and add the glitter style to the new layer. Then you could leave it separate or merge it with the element layer below.
In order to use a style, you have to load it into your application. That may be a different process for each program, but you can find out how to do this in your online manual. Search on "load style." Once you've loaded the glitter styles, they will appear in your style palette ready for use on the layer. Glitter sheets can be used as patterns within a complex layer style, too.