How do I include custom CSS files in the styles dropdown?
Have tried going adding the css file via the configuration page?

yoursite.com/admin/config/content/ckeditor/edit/

navigate to the page, edit the target profile and click on the CSS link to expand the configuration pane... you should be able to tell CKeditor what to do from there. I'm not sure if its necessary but you may need to refresh the site's cache before the new files get picked up. 
hope this helps.