The native platform style is the obvious default for each FMX application. Once you have built your FMX Win32 application, you'll probably want one of the Windows 10, Windows 8, or Windows 7 default styles to be applied at runtime in order to make your application look native to the OS.
If you want to set a different style for your application, right from the start, you can add some code to load the desired style directly in the DPR file of the project. You may choose to load your style from an external file (and possibly have some configuration information to select the desired file) or from binary resources of your executable; either way, the style becomes the default application style and every created form will use that style.
If you really want to override the application style in a particular form, you can always add a TStyleBook component to that form and set the StyleBook reference property of the form to that style book. However, this...