I would like to be able to create and load a standard set of “Styles & Formats” rather than create them every time I start swriter. I am sure there is a simple way to accomplish this, but it evades me.
This is done through the use of a template. Create the styles you require in a new document. Save that document as a template and (if necessary) set it to be the default template. Related help page is here. This is also covered in chapter 3 of the Getting Started v4.2 User Guide. If you search for template on this forum, you will also likely find other related questions and answers.
Ah, it is all about knowing what term to search for.