Themes are selected from the settings-menu -Paths
https://lmms.io/wiki/index.php?title=LM ... l_Settings
The default them is named.. default
so you insert the name and path for the new theme you want instead:
data:\themes\MyNewTheme\someTheme\
Since 1.2.0 is not released yet -only RC versions are (RC5 newest) i am not sure if working new themes has been made(?)