Do I have to add something to the stylesheet somehow?
W3 CSS consists of two parts:
1. The core CSS rules which you use to achieve the effects you want.
A copy of this can be obtained from their Downloads page, simply click on the link of the version (3 or 4) you want to use and then cut-and-paste the contents of the page that appears in your web-browser into the Story Stylesheet area of your story.
WARNING: Without testing it is difficult to know if any of the W3 CSS rules will interfere with the default CSS rules built into Harlowe 2.
2. Using the W3 CSS examples in your story.
The only way to know which effects will work as is within Harlowe 2 and which ones won't is to try them and see. You mentioned the Basic Progress Bar in your question, so the following is an example of using that effect within a Passage.
<div class="w3-grey" style="height:24px;width:20%"></div>\
... you may notice that I used Escaped line break markup in the above example, this is to suppress unwanted br elements (line-breaks) being added to the generated HTML structure which can cause issues with some CSS.
(To demonstration one of the types of issues I mean simply remove the backslash characters from the above example then test/play the Passage again)