Frame 2015: HTML5: Overriding styles with custom CSS

when I import a custom css file it doesn't appear in output:

1. Open .sts.
2. Check override styles.
3. Import custom css (e.g. MyCSS.css).
4. Save and close.
5. Publish.
6. Open output and view source.

Result: There is no link to MyCSS.css.

Is that what should happen?

TIA.