Changing to a different Custom Theme
Visit your Website's Admin Panel -> Themes -> Theme Editor.
Click "Use on Site" in the cell next to the theme you want to use.
This will automatically change the theme being used on your website. Be aware that only Websites on the Trial, Advanced or Ultimate plan can create custom themes.
Changing to a different pre-built theme
Visit your Website's Admin Panel -> Themes.
Search through the themes available to you and click the "Use" button at the top of the theme you wish to use.
Note that not all themes are available to every plan.
Some themes are only available to certain premium plans. If you don't see a "Use" button at the top of a theme you like, this is most likely the reason why.