Where do I include css file? As a total newbie in Drupal I asked myself where do I include a css file? (Using Drupal 6)

I wrote a web application with javascript, php and mysql and now I'm trying my first steps in migrating this application to Drupal. I already found out on Stackoverflow How to include css and javascript files.
Since i know now which function to use to include my css file, I don't know where.
Do I have to simply create a new module (named "mymodule" like in the example from stackoverflow)?
Or is the css file only applied to the module "mymodule"? If so, how can I apply it to a page filled with plain HTML?
To include your custom css say demo_global.css in your theme write following line in theme_name.info file of your theme folder- 

      stylesheets[all][] = css/demo_global.css


Note: You must clear the cache to see the changes.
For more information please refer https://drupal.org/node/171209