Both scenarios re possible - you can either include the wrapper in your theme, so all pages that use this theme will load the CSS, or you can simply drop a CSS widget on the page/include the script on the masterpage, igf you are using one.
Once you have the CSS loaded for that particular page you can simply edit the control on that page and from its Design setting specify in the Wrapper CSS class (Skin) the name of your CSS that applies to it. Please take a look at this article from our RadMenu documentation, I believe you might find it useful in creating and setting the wrappers for your control. If you have any additional questions, please do not hesitate to let me know, I'll be glad to help.
All the best,
the Telerik team
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