It will likely show up once it's been used. Seems like a bit of a Catch-22,
eh?
To apply a style that's not in the gallery, press Ctrl+Shift+S and apply it
using the Apply Styles pane (if need be, just type the name of the style).
That usually makes it show up in the gallery. If not, then click Modify (in
the Apply Styles pane), and tick the Add to Quick Style list option.
Or, to force not-yet-used styles to show up in the gallery, press
Ctrl+Alt+Shift+S (or click the Styles launcher in the southeast corner of
the Styles section in the Home ribbon tab) to display the Styles pane, and
right click the Style and choose Add to Quick Style Gallery.
If the style isn't showing in the list, then click the Manage Styles button
at the bottom of the Styles pane. In the Recommend tab, you can set which
styles are displayed by default.