Once you have created styles in one project you don't need to redefine them when you create a new project. You can copy styles between projects, both individually and as complete collections, which are referred to as "stylesheets".
Note that unlike many word processors, Help+Manual does not store its project stylesheets in separate files. Instead, they are stored in the main project file along with all the other project settings. This is why it is necessary to import them from the project file when you want to copy them, instead of selecting a different stylesheet.
If you manage multiple projects that all need to look the same, check out Help+Manual's powerful style repositories. They allow you to share stylesheets between multiple projects and edit the styles for all of them in the same central location. See the Working with Style Repositories chapter for details!