Hi there,
Sections do still exist in GP Premium, and will remain forever for backwards compatibility.
As the new Block Editor replaces their need we recommend using our GenerateBlocks plugin instead of Sections – they’re much more advanced:
https://wordpress.org/plugins/generateblocks/
Yes, you can add a CSS class to a Menu Item and use that to apply individual styles.
Heres an example of making a menu item look like a button:
https://docs.generatepress.com/article/adding-buttons-navigation/
The same premise applies for any styling.