If you choose ranged weapons, that includes items such as bows, crossbows, slings, etc. (No guns, they don't exist yet.)
As far as fighting styles, you can either use an exact pre-existing style of martial arts, or create your own based upon a pre-existing style with a name of your choosing. You should reference what the strong points of that style are. For example, specify if your MA style is heavy in punching moves, kicking moves, grappling moves, etc. These will make specific attacks much more effective.
Let's say you're using something based upon Hapkido. Hapkido is heavy in close-combat moves such as joint locks and throws. You can only have one style active at a time. Thus, you cannot take an action that involves Hapkido and another one that involves kung-fu in the same turn.
Be realistic with your descriptions. Don't create some crazy form of mystic kung-fu that allows you to explode someone's heart in their chest. A fighting style is not a license for new spells/abilities.
If you specifically train in those styles (and there are a few people in Avalon who could aid you in that pursuit,) you may have the opportunity to learn new abilities to supplement that skill. These are called Style Tactics. They cannot be taken at character creation, but can be learned through the course of the game.
Melee fighters have a comparable tree that they can learn. It is called Combat Tactics and allows for more powerful Strength-based weapon attacks. Shapeshifters can eventually pick up Form Tactics which grant them additional bonuses when they are in specific forms.