Is there a way to able to import an external .css file into the stylesheet of the Advanced feature?
I want to create more than 1 file to have 1 element by file, like themes in the perspective modules.
I have tried by creating a folder "css" at root of the project but it not working.

and put the import the stylesheet

This would be awesome! Following this thread...
No, this isn't currently possible. The stylesheet is a single text file, unconditionally. That may change over time, or there may be some other avenue for greater customization provided, but right now, what you see is what you get.
I guess if that level of granularity is needed (per-component CSS files), you may as well create a theme at that point. The Advanced Stylesheet is an awesome feature to add one-off CSS fixes for annoying things that the Style Classes don't cover or hiding/modifying certain component styles without having to use injection or add extra theme files, or at least, that's what I use it for.