I did a clean Win10 install of WB 11 with just the Windows Classic style (which, BTW, I was disappointed with - it's less authentic than the True Classic style). With that configuration, I wasn't able to get any other styles to work. I'd install them and choose to Apply Style, but nothing would happen, and the new styles would not appear on the Style page of the settings window.
I then installed again with all styles selected (without uninstalling first), and then all of the styles I had downloaded appeared on the Style page of the settings window, and I can now apply them (as well as installing/applying new ones).