To use stylesheets loaded in "Assets" we need the "ThemeSelection" component that can be used in "Application root" or on a particular page. In the component we configure the theme, we choose the corresponding file and if we want it to be inherited we activate the "Cascade" option.
Or we can also add a new page, like for example "Home". By Double-clicking it, go to the elements Library and drag a "Theme selection" to the page. Finally choose for the website the correspondent asset, and of course, save the changes.