What are you choosing in the Details menu? Open or Create… and Add Collection… Are looking for folders, not the style file itself. I would suggest that you put the style into a folder that you can then select the folder using one of those options.
When I add new styles for SketchUp I create a folder in the default location (User/AppData/Roaming/SketchUp…) so that the folder appears automatically in the Styles drop down list when I next open SketchUp. Over the years I’ve accumulated lots of folders (and lots of styles, most of which I’ve made myself) and all of those folders are in that location.