Ok, if you want to use a specific file for the styles, you will need to call it from the html file using this line:
<link rel="stylesheet" type="text/css" href="theFile.css" />
And then you will need to create the .css file. You can do it using any text editor, just remember to save it as .css file. On this file you can control all the styles that you use on your html document, aswering your question you might use something like this:
a:link{color: #ff00ff;
text-decoration:none;
}
a:visited{color: #ff00ff;
font-size:8px;
}
a:hover{color: #ff00ff;
text-decoration:none;
}
a:active{color: #ff0000;
}