We'll build a very simple sub-theme based on our default theme, Olivero. I say 'simple,' because, while there seem to be alternative ways to build and use the sub-theme, they require more setup and programming than what we need in order to theme our component. I just wanted to stick with basic css.
For reference, here's the article I used to set up the sub-theme:
https://www.drupal.org/docs/theming-drupal/creating-sub-themes
I went by the Creating a sub-theme Manually section. If you're ready, let's proceed.