So, buttons has Hover,Pressed,Focus,Disabled and Normal as Custom Styles first you need to know which situation you want to set to StyleBoxEmpty.
- I'll show you a technique you'll never forget for future development on the engine:
All Node inherited classes has a *.set() and a *.get() method, so in this example lets suppose you want to change the Normal state of the button to StyleBoxEmpty, first you click in the button node, and in the Inspector go to "Custom Styles" and hold with left button of the mouse over the name of the state and drag (in this case the "Normal") when you drag you'll see the path to that option in this case is custom_styles/normal knowing that just go to your script and type:
here you are basically saying to godot: Hey at the button normal state I want to be this instance of StyleBoxEmpty. since its a class, you use the word .new()