In Drupal 8/9 you create a MYTHEME.info.yml file to specify the theme name, and base themes (if this is a child theme), regions, etc. One of the items is a reference to your 'libraries'.

name: MYTHEME
type: theme
description: Custom Drupal 9 theme
base theme: stable
core_version_requirement: ^8 || ^9

libraries:
  - mytheme/global-styling

Then you have a MYTHEME.libraries.yml file that looks something like this:

global-styling:
  version: 1.x
  css:
    base:
      css/basestyles.css: {}
      '//fonts.googleapis.com/css?family=Roboto:400,700,500|Open+Sans:300': { external: true }
      css/themestyles.css: {}
  js:
    js/slick.js: {}
    js/basescripts.js: { scope: footer }
    '//maps.google.com/maps/api/js': { external: true, scope: footer }
    js/themescripts.js: { scope: footer }
  dependencies:
    - core/jquery
    - core/drupal.ajax
    - core/drupal
    - core/drupalSettings
    - core/jquery.once

You'll notice above we have examples of adding CSS both locally and an external file for a Google font.

The JavaScript examples show local and external files, but also the ability to specify if they should appear in the header (default) or the footer. This is really handy especially if you are 'Drupalising a flat theme' and certain JS files need to be at the bottom of the page.

Also, when I first started building in D8/9 I noticed jQuery didn't load when I viewed the page logged out. That's because you need to specify the dependencies... which is a little odd, but copy/paste the last 6 lines (above) into each theme you do and it'll become a distant memory.