First, do read the documentation. While it may be a bit out of date, lots of stuff will be explained and you’ll get a better feel for how MODx works. And it is much different than other stuff out there!
http://modxcms.com/documentation.html
Then peruse
http://wiki.modxcms.com
To specifically answer your question, MODx templates are stored in the database. They reference things on the filesystem. So if you wanted to put a call to your css file in the templates folder, you’d simply add this to your template:
<link rel="stylesheet" type="text/css" href="assets/templates/test/css/site.css" />
Lately, I’ve been abandoning the use of a lot of the folders in the assets directory and tend to just put my CSS at the top level of the assets folder and then use the existing images and js folders as needed. I tend to devlop my templates locally in Textmate as a static HTML page and this is the way I structure my local test folders, so it makes it dead-easy to migrate to MODx when it’s done.
(Note: there are advanced things you can do like storing your actual template code on the filesystem, and using MODx pages for dynamic CSS, but those are advanced topics. Just keep in mind that MODx is incredibly flexible and there’s typically 3-4 ways to do any task, and usually in a way that you get comfortable with pretty quickly.

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