Not sure what you mean.
In html you can use: <a href='youbloodyurl.com'></a> to link something.
Then in css you can write the following:
a {
color: pink;
}
To change the color of your links.
If you are talking about the external css file, style tag and inline styling then, actually they are one and the same. The difference is the order in which they are executed and which styling has the final say.
Usually inline style sheet are overriding the others, unless you added !important into an external style sheet proprety ...