In your VW library you will have a wall styles and a slab styles file. You can create your custom slab/wall styles in these files, resave (and re-open VW) and whenever you use the wall/slab tool the wall/slab styles will be there.
Alternatively, you can create a copy of the wall/slab styles files and place them in your user library (with just the custom wall/slab styles in the files). Using this approach protects you from losing your custom content when updating VW in the future.
P.s. The attached pic shows the default application library location, not your user library.