Themes are a small step beyond actually creating your own custom 3D content.  For that you should read this

From there it is a reasonably straight-forward matter of editing an existing template file, to remove its geometry and replace it with your own.  Do this with a customised theme, rather than the default PAGE.wrl file.  To find a theme in your cache, goto the equivalent of:

C:\Users\user.name\AppData\Roaming\ExitReality\cache\lib.exitreality.com\templates\page\

on your machine (assuming you've been to a few world with themes applied, or applied them yourself).  You should see some folders with page templates in them.  Open a template folder and open the .wrl file there in a text editor (you could use Notepad, but I recommend VrmlPad, because it highlights the vrml syntax and allows you to easily navigate the scene graph).

I use Page_circuit.wrl in my wepspace at the moment.  Lets say we want to edit that and insert our own geometry.  Within the Page proto in that file there is a transform called Circuit.  I can see that all the geometry in the scene is within that transform, so I can chop that transform and replace it with my own geometry (having followed the steps in the knowledgebase article I've linked to above). 

Alternatively, I could decide that I want to inline the geometry rather than including it directly within this file.  To do that I'd use a statement along the lines of:

Inline {
    url [http://lib.exitreality.com/places/exitreality.com/sportsbar_nightclub/sportsbar_nightclub.wrl]
}

... pointing to my own geometry.

Then I'd save it and upload it to a folder on my webserver and then open the folder in a browser and drag and drop the hyperlink to the file directly into my 3D scene.  It will replace whatever PAGE.wrl content I have there.  Then I can save this new template to the existing decoration set.