Selecting a "theme" for your page, will instantly change certain colors on your page. For example, the bar on the top of this content box. It also sets the color of your links as well as a few other things.

If you put a label on your page and give it a class of "primary", it will take the theme color:

class="primary"

If you have a button and you give it a class of "primary", it will also take the theme color:

class="primary"