Yes, you can use a CSS stylesheet file, however you will have to reference your stylesheet using an absolute URL. E.g.
<html>
<head>
<link rel="stylesheet" href="file:/home/username/my.css"/>
</head>
<body>
...
</body>
</html>
or
<html>
<head>
<link rel="stylesheet" href="http://myserver.de/my.css"/>
</head>
<body>
...
</body>
</html>
will (or rather would if "real" URLs were used) both work whereas
<html>
<head>
<link rel="stylesheet" href="./my.css"/>
</head>
<body>
...
</body>
</html>
will not. (Of course, referencing a stylesheet on a webserver requires an internet connection.)