For paragraphs only:
  Press Shift+F11
  Choose .
  On the Formatting bar, click the New Style from Selection icon.
For all style categories:
  Choose  or press Command+TF11 to open the Styles sidebar, select the desired style category at the top of Styles deck, then click the Styles action menu icon at the top right corner, and choose .
  Choose . (cell styles only)
  Choose  or press Command+TF11 to open the Styles sidebar, select the desired style category at the top of Styles deck, then click the New Style from Selection icon.
  Choose  or press Command+TF11 to open the Styles sidebar, then click the New Style from Selection icon at the top of the Styles deck.