If you wish to add a theme to your slideshow you can do it using the Quick Create Dialog and selecting a theme from the Theme drop-down list or clicking on the Select... button next to it, doing so will open the Background Theme dialog.

In this dialog you will be able to:

Manage Themes

Aside from themes built-in to PhotoStage, custom background theme images can be added using the Manage Themes dialog under the Background Themes effect panel. The dialog will let you add or delete themes (up to 20) and images for which you can specify a custom image name. A preview of the background images for each theme is also displayed.