The UI5 Theme Designer provided by SAP allows you to create and customize the theme for all your Fiori applications.
On the Gateway system, you can use transaction code /UI5/THEME_DESIGNER to create new themes from scratch or from a copy of an existing theme.
A tutorial on the themes designer can be found here: https://blogs.sap.com/2013/09/19/create-and-apply-custom-theme-to-sapui5-application/
You can follow the instructions from the tutorial above to manually download and include the theme in your application using Eclipse, WebIDE or other mechanism.
To instruct your application to use another theme, you will use the sap-ui-theme URL parameter.
e.g. sap-ui-theme=custom_platinum@http://[GatewayServer]:[GatewayPort]/sap/public/bc/themes/~client-[ClientNumber]
The full URL will be something like the following:
http://[GatewayServer]:[GatewayPort]/sap/bc/ui5_ui5/iqx/fab2/index_latest.html?sap-ui-appcache=false&interactive2=true&showlogoff=true&sap-ui-theme=custom_platinum@http://[GatewayServer]:[GatewayPort]/sap/public/bc/themes/~client-[ClientNumber]#StartForm/[ApplicationName]/_newForm