Options
To navigate to Options, go to ACP > Setup > Options > [TH] Holidays.
Enable automatic holiday selection - If this is selected, the correct holiday styling will be attempted to apply to your site. If this is not selected, the Current holiday option needs to have a holiday chosen.
Current holiday - Choose the holiday you would like styling for to appear on your site. If you set this while having the option above enabled it will likely be overwritten.