What is a Slate StyleSet? How do I use Slate Widget Styles?

I’m trying to set up a Slate Style and I see a lot of examples use something called a StyleSet. I don’t see an option to make a StyleSet and a lot of the stuff I find online is over 4-years old. All I see is create Widget class and Widget Style class which is not the same as StyleSet.

How do you make a Slate Widget Style now? There is only 1 tutorial online about this and it doesn’t explain how to make a StyleSet. Am I supposed to just make an empty class and fill it up myself? It seems like it’s meant to be something so simple that the tutorial felt no need to explain it, yet it isn’t there which leads me to believe it’s either an empty class or it was removed from the engine.

Here’s the tutorial I mentioned: A new, community-hosted Unreal Engine Wiki - Announcements - Unreal Engine Forums

Can someone help me create a simple Widget Style? For example, lets just say that I want to use a custom font in my Slate Widget.

I am currently following along with this one Template:Slate Style Sets Part 2 - Old UE4 Wiki