The NewThemeForm opens when you select Create new theme… from the control's Tasks menu. The NewThemeForm allows you to choose either one of the built-in Wijmo themes or one of the jQuery UI Themes as your base theme:

You can see that a previously customized theme is also available in the Your Theme section, giving you access to further edit that theme as well. You can also import a theme using the Import Theme button to customize an outside theme. When you click Next, the ThemeRoller will open.