Go to
www.freecsstemplates.org and you can download some free CSS templates. That way you can at least get a visual for how a site with CSS is developed. The CSS file is normally separate (although you can do an internal style sheet, which is a whole other topic).
Nevertheless, the CSS file (style sheet) is called up (or linked from) the HTML file. If you go to the site above and download some templates you'll see what we mean.