You have to create a Text Style Set yourself.
Right click in the Content Browser → Miscellaneous → Data Table → select RichTextStyleRow → OK
Open the newly created asset and press Add to create a new row. Name the first row “Default”, it will be the default style. Name the following rows however you want, say “Highlight”. Setup the fonts in the Row Editor. Then in the RichTextBlock, use row names as tags:
"This text is default, but <Highlight>this part is green</>"
