The folder themes will be used to install supported themes downloaded from the yeswiki repository.
This is automatically installed by the action {{update}} in the administration menu.
When doing a fresh install, you will find the default yeswiki theme inside.
For your custom themes, please use custom/themes/ (otherwise there is a risk for loosing custom changes while updating your wiki). You can copy an existing theme there to modify it (priority to custom/themes/ folder when two identicals names for themes are used).