When a designer builds a theme, instead of including an icon to Pandora or Spotify, he'll place a generic music icon. We call these generic icons "Themer Actions." In addition to a music Themer Actions, there are dozens of others (notes, personal finance, navigation, news, messaging, etc.). As an end-user, you really don't have to know anything about these.
What you do have to know is that the first time you click on one of these generic icons, let's say music to continue the example, Themer will scan your phone for all music players. If it finds more than one, it will ask you which app you want to bind that icon to. If it doesn't find any, it will open Google Play and suggest one for you to download.
Once you bind that icon, all icons of the same type will remember your choice regardless of whether you apply a new theme. If you want to clear these selections, enter the main Themer menu (by clicking on the Themer icon in your app drawer), click "Settings", "Themer", and "App Preferences". You can click on the reset buttons as needed, and the next time you click on the same Themer Action, you will be re-asked to create a new preference.