Check out Ordering sample application, which has an example of how these themes are used and how they are differentiated for different forms and grids. I believe this is also documented somewhere.
The difference in default forms is only seen for the current active popup window. You won't see any difference otherwise. You can, however, apply colors to your individual forms and queries by using the new Advanced option (available for both forms, queries and form sections). See how this is used in the Ordering application. If you click on the Advanced button in the Staff Editing form of the PurchaseOrder object, for example, you will see this script:
config.ui = "orange-panel"
This sets the color to "orange". You can also use "blue", "green", "red", "black"
