1. Long press the homescreen and tap "Wallpaper"
2. Tap on the screen thumbnail you wish to change
3. Tap Change Wallpaper and choose a new image from your Gallery
However, if the theme consists of images appearing on widgets, then these wallpapers cannot be changed. For an example, see the theme Flair.
It may be confusing at first, so if you ever need assistance or have a question just ask us at email@example.com.