Here is the link to the doc describing what you want to achieve:
And here is copy paste from that page with main points so no one tells that it's a link only answer ;)
To create a custom CSS style:
Website\sitecore modules\Shell\Web Forms for Marketers\Themes\folder, in the
custom.cssfile, define a new CSS style.
In the Content Editor, navigate to the
sitecore/System/Modules/Web Forms for Marketers/Settings/Meta data/CSS Classesfolder, and in the right pane click
Extended List Item.
In the Message dialog box, enter the name of the CSS style, for example Short Date. Click OK.
In the right pane, in the Value field, enter the name of the CSS style. Click Save.
Your custom CSS style is now added, and you can apply it to any form field in the Form Designer.