CSS is particularly valuable in online help, where precise layout control can improve readability and conserve valuable screen space. Workshop doesn't have a style sheet editor, so you'll need to use an HTML authoring tool instead.
In keeping with web tradition, if you see a nice HTML Help design you can decompile the .chm file (click Decompile from Workshop's File menu) and view the source. Decompile Workshop's help file (Htmlhelp.chm, found in your Windows\Help folder) and have a look at its style sheets. Workshop uses two style sheets, one for IE3 and the other for IE4 and above.
Here's an example of the style sheet used in this help system.