How to style a custom theme setting form
Basically it's just these two steps:


Define a library from MYMODULE.libraries.yml.
Attach the library to your form.




See Adding stylesheets (CSS) and JavaScript (JS) to a Drupal 8 module.


  Attaching a library to a form
  
  As forms are just render arrays, attaching a library works just the same:

/**
 * Implements hook_form_alter().
 */
function yourmodule_form_alter(&amp;$form, \Drupal\Core\Form\FormStateInterface $form_state, $form_id) {
  /* @var Drupal\Core\Entity\FieldableEntityInterface $entity */
  $formObject = $form_state-&gt;getFormObject();
  if ($formObject instanceof \Drupal\Core\Entity\EntityFormInterface) {
    $entity = $formObject-&gt;getEntity();
    if (
      $entity-&gt;getEntityTypeId() === 'node'
      &amp;&amp; in_array($entity-&gt;bundle(), ['organisation', 'location', 'event', 'article'])
    ) {
      $form['#attached']['library'][] = 'yourmodule/yourlibrary';
    }
  }
}





To add additional wrapper divs around some single or multiple form elements you can nest them into containers or fieldsets. For example:


  class Container
  
  Provides a render element that wraps child elements in a container.
  
  Surrounds child elements with a  and adds attributes such as
  classes or an HTML ID.
  
  Usage example:

$form['needs_accommodation'] = array(
  '#type' =&gt; 'checkbox',
  '#title' =&gt; $this
    -&gt;t('Need Special Accommodations?'),
);
$form['accommodation'] = array(
  '#type' =&gt; 'container',
  '#attributes' =&gt; array(
    'class' =&gt; 'accommodation',
  ),
  '#states' =&gt; array(
    'invisible' =&gt; array(
      'input[name="needs_accommodation"]' =&gt; array(
        'checked' =&gt; FALSE,
      ),
    ),
  ),
);
$form['accommodation']['diet'] = array(
  '#type' =&gt; 'textfield',
  '#title' =&gt; $this
    -&gt;t('Dietary Restrictions'),
);



The D7 Form API Reference still is the most useful resource for that. Though you might want to check for changes on the D8 equivalent: Form and render elements.