They are stored in the project which means you can create them in your Project template and then use them in all Projects. If you want to move them from one project to another, you have to create a Piece of text using each style that you want to transfer and then VCL out and VCL in the Text Items - The text Styles will carry with the text and you can then delete the text leaving the text Styles behind.
This is how I do the Drafting templates - that additional sheet set in the template is for all that stuff and that is how they carry into each project.
Hope that this helps
Alan