Depending on the question/component you are in, there may be several options for styling available. Regardless of the component though, all will have the option to customize the container style they are rendered in.
Question container style
In Style -> content container style, you can choose the custom container you want the component to be rendered in.
To modify these custom containers, head to Theme -> Containers. In there, you can define the style set for and create new containers (+Add question style). Once they are defined, you can apply them as necessary to different components, using the menu pictured above.