If you want to use the default styles, colors, etc..., you need to bring them from the generic.xaml file that comes with WindowsAppSDK NuGet packages.
Hence the question, where is located the generic.xaml file?
The WinUI 3 source code is available on GitHub:
The WinUI 3 Gallery app even includes handy links to these styles:
You can find the default generic.xaml inside each WindowsAppSDK NuGet package folder.
%USERPROFILE%\.nuget\packages\microsoft.windowsappsdk
For example, in the case of WindowsAppSDK v1.2.230118.102, you can find 3 generic.xaml files.
First, let's locate the folder for the WindowsAppSDK v1.2.230118.102 NuGet package.
%USERPROFILE%\.nuget\packages\microsoft.windowsappsdk\1.2.230118.102
or
C:\Users\USERNAME\.nuget\packages\microsoft.windowsappsdk\1.2.230118.102
Note: Replace USERNAME with your user name.
Now, inside this folder you'll find 3 generic.xaml files.
AFAIK, these generic.xaml files are identical as long as they belong the same WindowsAppSDK version. But keep in mind that generic.xaml might be different between WindowsAppSDK versions.
Additional sources thanks to @YangXiaoPo-MSFT and @mm8:
More source code:
generic.xaml
Updates: