If you have files that you want to integrate into the MiKTeX setup, you have several options:

### Use the command-line option --include-directory=dir

For example:

latex --include-directory=C:\path\to\my\style\files thesis.tex

### Set environment variables

For example:

set TEXINPUTS=C:\path\to\my\style\files
latex thesis.tex

Register the root of the directory tree which contains your files. The directory tree must conform to the TDS standard, i.e., you must imitate the directory tree in the MiKTeX installation directory (usually C:\Program Files\MiKTeX 2.9).