There is a nice blog on how to use sass with Mendix here: http://www.mxblog.nl/2016/03/using-sass-with-mendix/
You can build custom themes.
Use mendix layouts and the container widget to define the rough structure. You can define classes in these elements. In the project directory you can place a theme folder to store css and js files. Please take a look at the following links for more info and details.
I hope this helps. ;-)
When you go to start working with sass files I highly recommend utilizing Koala. t lets you drag the styles folder of your project into the GUI of the application and from there it will handle the compiling of the css file for you. This makes it very simple to just: edit the scss then save, compile in Koala, and run in mendix to view your changes.