Your problem is not actually specific to ejs.
2 things to note here
style.css is an external css file. So you dont need style tags inside that file. It should only contain the css.
In your express app, you have to mention the public directory from which you are serving the static files. Like css/js/image
it can be done by
app.use(express.static(__dirname + '/public'));
assuming you put the css files in public folder from in your app root. now you have to refer to the css files in your tamplate files, like
<link href="/css/style.css" rel="stylesheet" type="text/css">
Here i assume you have put the css file in css folder inside your public folder.
So folder structure would be
.
./app.js
./public
/css
/style.css