Here you can change the look of all modules. In the left side there is a list that contains themes (is empty if there are no themes). You can create a new theme, delete the selected theme, save all the themes to hard drive or save the current theme with a new name.
New - will create a new theme using default settings
Delete - will delete the theme which is selected
Save All - will save all the themes to hard drive
Save As - will create a new theme using the settings of current theme
In the right side there are the previews for each module. Use double click on a preview to open a dialog from where you can change the module's theme settings.