using plt.style.use("./deeplearning.mplstyle") requires you to have a file called deeplearning.mplstyle in your parent directory.
What I believe you did is you just used the code in the notebook and put it in the main.py file in your machine (if that is what you did) this will not work because the setup of the entire project is not complete.
what I suggest is to download the Lab Files from Lab Files → download all this will download a .zip file containing all you need then just create the main file and use it as normal.
As @Moaz_Elesawey said, it’s better to download all the lab files from the site. The important thing to make sure is that, the downloaded file must be in the same directory as your main.py file.
If the file is in a separate directory, you should copy the full path to that file and paste it instead of
./deeplearning.mplstyle.I wouldn’t suggest this as there are imports to other files in many of the labs.