Using custom pygments styles

Describe the bug

There is a lot of conflicting information as to how to add custom pygments styles to Sphinx docs to be found online and in Sphinx theme issues, many of which seem to work for some people and not for others. Therefore, I would like to see an 'officially' recommended method of adding custom pygment styles to Sphinx added to the documentation so that it is very clear and easy to understand how to make a new style override any within the installed theme. Examples would be awesome.

To Reproduce

N/A

Expected behavior

There should be at least one detailed, easily consumable description of how to add custom pygments styles to Sphinx themes included in the official documentation.

Your project

N/A

Screenshots

N/A

Environment info

• OS: Linux Mint v20.1
• Python version: v3.9.3
• Sphinx version: v3.5.3
• Sphinx extensions: sphinx.ext.autodoc, sphinx.ext.autosectionlabel, sphinx.ext.graphviz, sphinx.ext.inheritance_diagram, sphinx.ext.intersphinx, sphinx.ext.ifconfig, sphinx.ext.mathjax, sphinx.ext.napoleon, sphinx.ext.todo]
• Extra tools: N/A

Additional context

A much more detailed explanation of the issue, expectations, and suggested resolution, is located at the original issue on RTD #1124. Please review.