The Style tab is a quick way to edit multiple scenes without having to go to the scenes one by one. When you click it, this is what you're going to see:
All the scenes are currently selected, meaning you can change all scenes at once, which is handy if you want to make sure all the captions have the same font, for example! However, if you want to only edit some scenes, click Deselect All (top right) and select your specific scenes.
After that, you can mass-edit the following:
Text Style and Text Color
Ribbon Color (the background of the text box)
If you don't like the edit you did, click Reset All Scenes to neutralize everything back to default. Simple as that!