If you've already got GIMP running, you'll need to close it and start it up again before proceeding. Now go to Edit > Preferences and in the dialog that opens, select the Theme option in the list on the left hand side. You should now see that there is a list of all of the installed themes that are available to you.
You can just click on a theme to highlight it and then click the OK button to select it. Unfortunately the change does not take immediate effect, so in order to see the change, you will need to close GIMP and then restart it.
In the final page of this article, I'm going to show an alternative way of changing the GIMP user interface that doesn't require the downloading and installation of themes, though this only affects the work space that surrounds the opened image.