Orchard themes are types of extensions. They are designed to be able to change the look and feel of your Orchard website.
This page and many others here are part of the open-source, portable package of Orchard 1.x goodies: the Orchard Dojo Library. The Library is freely accessible by anyone; just go to its repository to download its full content (you can even download the textual content of the Library as a big concatenated document in HTML), file issues or fork it! You can even edit it online on Bitbucket, just click on the Edit link in the upper right corner!
Note that the Library also has an Orchard Core version, check it out here!