You can find some tips on style creation including intros in the lessons section of this site.
Very simple intros or modifications of existing intros are not too difficult but anything a bit more complicated is not easy. The intro, like all style parts have to be recorded in C, but more complicated intros may have chord changes within them, this all gets quite hard to figure out. You will have a lot of trial and error.
Not that many people get deeply into this, and those who do mostly stick with modifying existing styles. I expect that the professional style developers have software tools we don't have access to in making styles on the keyboard.
Good luck !!
Mike