Lets say you want to make some categories (and their threads) stand out. You pick one of those categories and in their "CSS class" you type something unique to this category, eg. "primary".
Now, new CSS class will be added to different parts of the UI associated with this category:
list-group-item-category-primary will be added to category's threads on threads list and category on categories list
page-threads-primary will be added to page container for this category
page-thread-primary will be added to page container for thread within this category
Next, you should decide which items you want to customize, then go to admin panel -> themes and create new child theme to default theme. Activate this new theme, then in theme's options pick "Edit assets". Create CSS file for this theme:
border: 1px solid #00F;
This will cause threads and category on items lists to have blue border.