If you look to the bottom right hand corner of your Sublime Text window you'll see the tabs doc type labelled as HTML, unless you've previously modified it.
Assuming you haven't if you click on where it says HTML you'll see a pop-up that lets you select the language for the page you're working in and you just scroll to find CSS and select it,. Then save the page in the relevant folder and give it an appropriate title. Using stylesheet.css keeps it simple. I'm still pretty new myself but the pieces do start to fit together after a while.
Hope this helps.