As with the other folders like Plugins, Components, Materials etc
on a MAC it's in a Library folder-structure based at the HD 'root' level...
Typing [or copy+paste] +enter this text into the Ruby Console
Sketchup.find_support_file("Styles")
should return the exact path - please ensure that you use the exact path that's given.
Make a subfolder in there of your own Styles - e.g. 'MyStyles'...
On a restart that subfolder should always appear under the list of available Styles in the Style Browser dialog...
