I have the personal version of RED, and have all the themes provided with it, but I cannot figure out how to use these themes. I've gone through the menu items, and what is available in the handbook, but there is no mention on importing/using themes. Please help!

These are not themes, they are layouts. To use the, open RED and go to the File Menu > Open and open the layout that you would like to use.

Can I make my own theme?

Yes you can just goto file>new and start building.