Yes you are exactly correct.  

Httrack did not capture the css files for you.  What you need to do is go here
<http://www.ericphelps.com/scripting/samples/> and get the
globalsearchandreplace script.  The you'll be able to Rename the http sections
with "/locationofyour/file.css" of all of your html files.  You'll have to do
it for each line but luckily not for each file thanks to this helpful script. 


What you can do is copy the css files from the temporary internet folder from
that website into a folder you like and then link the html lines to the
location of the css files.  Note: you may not be able to copy from the temp
dir but drag and drop will work.  

Good luck!