The default theme can be changed in 'file/ms_website_skeleton/theme' directory. Changes to it won't influence existing website. Only new websites will adopt the changes.
Add more themes
Additional themes can be added to 'file/ms_shared_themes' directory. New themes added to this directory will automatically appear to all users. But changing existing theme won't affect users already using that theme as they are duplicated to the website's directory on time of installation. This is the opposite to the way plugins work.
You can find more themes in ImpressPages marketplace or build your own.