Well, now you have a different problem. It sounds like you don't have
any CSS or you've placed the CSS in the wrong place or wrong file
name.
Did you use your browser's inspection tools to take a look and
see if the CSS file is being loaded and applied?
If you can post a link to your site or to an example page, we can
likely tell you what you have done wrong.
You're right that the documentation is poor. Unfortunately, the
writers of the documentation apparently think that it is now so good
that it no longer needs a FAQ and a "getting started" doc,
and I've been unable to convince them otherwise. Too bad, because
the FAQ would be a great place for this...
Most of the 1.3.2 FAQs are still valid, however:
It doesn't cover where to put your files. The "getting
started" docs for previous versions would not be correct for
1.4.x, however. There are various CSS files in the .zip you can choose from.
Unless you know what you are doing and have a good reason to do
otherwise, just use the default, jquery.mobile-1.4.3-min.css