1. not able to set default or own created style sheet for new custom table
Kentico, by default, renders CSS classes to many if not all of the default webparts. My suggestion is to render it to the page, view the page source and see what classes are assigned to the webpart. Then wrap the webpart in a <div> with an ID or specific class name to it so you can style it using the class names already provided.
2. not able to create filter for new custom table
Kentico has some pretty awesome hidden features although you need to read the documentation in order to find them. Check out this page
for the documentation on creating filters for Custom Tables. One of the things to remember is if your custom table doesn't have more than a specific number of rows, the filter will not show up. The default is 25 records.