I think that the themes shown on the setup wizard are all based on color schemes that are pre-defined by Discourse. The color schemes are Light, Dark, Neutral, Grey Amber, Shades of Blue, Latte, Summer, and Dark Rose.
If you go to your site’s Admin / Customize / Colors page, you should see all of these color schemes listed. You can create a theme for each of these color schemes. You do not need to edit any HTML to do that. Just select the color palette that you want to use and enable the “Theme can be selected by users” checkbox:
