As RadDataPager doesn't expose Style properties for its other elements, such as First, Last, Previous, Next buttons, or the TextBox and its labels, you have to create the needed styles and set them to the respective controls via the ControlTemplate of the DataPagerPresenter element. In order to get to the ControlTemplate of DataPager presenter you have to generate the default style of RadDataPager and after that the default style for the DataPagerPresenter. To see how read this topic.
After that bring the template for the DataPagerPresenter in edit mode and manually create or generate the default style for the desired controls.
You might find it useful to get familiar with the Template Structure of the DataPagerPresenter.