By default the “Open the text” and “Download the text” buttons
supply files with CSS embeded.
If you want to change the style, tick this box and supply a modified
version of shakmob.css. That file contains instructions for
one change you might wish to make: suppressing the Act.Scene.Line numbers against each speech.
Note that Kindle appears to demand embeded CSS.
If you want different formatting there, download the text,
make the changes and email to Kindle yourself.