When using the Twine 1.x application there are a number of different ways you can create a Stylesheet related Passage.
1. You can use the Story > New > Stylesheet menu items at the top of the applications frame.
2. [on Windows] You can use the Right Mouse Button to open a context menu while your mouse cursor is over a blank area of the Passage Map. This menu will contain a New Stylesheet Here option.
3. You can add a standard Passage to the story then add the stylesheet tag to that new Passage.
Unfortunately as @Chapel has explained there are two applications named Twine and you will find that the more recent made videos will likely be targeting the Twine 2.x application.
NOTE: The Twine 2.x application is not a later version of the Twine 1.x application, they are just two different IDE's that create Twine based Story HTML files. While the Twine 1.x application is no longer being developed there are still a number of Authors that use it instead of migrating to the Twine 2.x application.