the style menu should be available in power CMS, when we updated from using the HTML Editor 2 which used the old FCKEditor to HTML Editor 3, the styles menu was left out, this has been looged as a bug to be corrected in a future update.
It can be corrected by following step 1 in my previous post.
even with the style menu available, it needs to be populated.
the CKEditor does not have a simple way to populate the styles menu, it is not simply a matter of pointing the ckeditor to the style sheet and having the style menu populated, even the ckeditor demo you link to does not have any styles defined in the style list.
to populate the style list, you need to follow the rest of the directions given in the previous post.