If you choose Overrides When Applying Style from the Object Styles panel, clicking an object style clears overrides by default. If this option is not selected, you can Alt-click (Windows) or Option-click (Mac OS) the object style to clear overrides while applying the style.
If a group is selected when you apply an object style, the style is applied to each object in the group.
Once you apply a style, you can apply other settings to the object as needed. Although you may override a setting defined in the style, you do not lose the connection to the style.