Hi Gal Verlič,
You can see the html and css files inside your project’s theme folder. For example this path \theme\styles\web\sass\app will have your custom.scss file. You can make css changes here and compile using the calypso app (https://docs.mendix.com/howto/front-end/calypso)
Hope this helps, Thank you!
Have a look at the documentation on this page: https://docs.mendix.com/howto/front-end/calypso