you dont need to. If you are using newer versions of mendix,the changes will be updated as soon as you save the file. If you are using 8 versions of mendix ,you should run calypso to compile the code. The calypso will start your application in port like localhost:1111 or something. When you are saving the code your changes will updated in that immediately.
Hope this helps:)
When changing the sass files saving the sass files should be enough.
Where and how do you edit the styling? Using the build-in editor?