The solution is listed as follows.
Using texlive on Ubuntu, the *.sty files are located at
/usr/share/texmf-texlive/tex/latex/
mine is /usr/share/texmf/tex/latex/
Adding a new style foo.sty usually means
create folder foo
sudo mkdir /usr/share/texmf-texlive/tex/latex/foo
copy the file foo.sty there
sudo cp foo.sty /usr/share/texmf-texlive/tex/latex/foo/
run texhash
sudo texhash
Works for me with texlive on Xubuntu 14.04LTS