opera.com has both https://www.opera.com/help and https://help.opera.com/ for help documents. The latter though might contain old documents if you come from Google search results. But, if you goto https://help.opera.com/ or https://help.opera.com/en/latest/, you should get help documents for current Opera.

As for Themes, Opera currently doesn't support Themes except for two that are included in Opera (Light (default) and Dark). It just has support for Wallpapers. You can adjust them by clicking the Easy-Setup button at the top-right of the start page (opera://startpage is the URL). Or, you can click the Menu button at the top-left of Opera, goto Settings and look under the "Wallpapers" section. You can get to it directly by going to the URL opera://settings/wallpapers. There's also a "Dark Theme" option under the "Appearance" section in settings. Off means it uses the light theme. You can get to it directly via the URL opera://settings/appearance. You can also toggle between the Light and Dark Theme via the Easy Setup button on the start page.

In the settings for Wallpapers, you'll see that you can add your own from a local file or goto https://addons.opera.com/en/wallpapers/?order=recommended to get extra ones made by Opera and ones made by others.