The interface for applying styles in darkroom mode is the button on the left side of the bottom toolbar below the image display (if the toolbar is not visible, click the white triangle to toggle it). After applying and viewing the style, you can use the Ctrl+z shortcut to revert to the previous history stack before applying a different style.

If you want to easily compare a few styles at the same time, you can create duplicates of the image in lighttable mode, and apply a different style to each. You should duplicate the image with a basic default history stack, since this is probably what the creator of the style intended it to be applied to (but there's no way to be certain, unless it's stated explicitly). Many of the downloadable styles are quite old, and may not use the best available features in recent darktable releases, so keep that in mind.