All the info you need to know here ...
https://retropie.org.uk/docs/Themes/
or, if you want to manually download a theme via your PC and install it in Retropie/Emulationstation
download it, unzip it and copy it here ...
/etc/emulationstation/themes
then, restart Emulationstation and following the guide above, you will be able to select and apply it