ROM vs Theme

[tatnai]

Noob here. I've been reading this forum for the last two days, done searches, and am still a little confused. I was hoping to get this straight before flashing my new sprint vogue, so a little clarification would be great.

It seems some ROMs come with themes, some don't. If I update to a ROM, can I always then add any theme of my choice? Or are themes hardcoded into some ROMs and essential to the way that they function?

Particularly, I am most interested in running a fast rom (one of the Diamond ATI based roms, maybe the 20226 ROM when it is a later release) but like some of the Diamond based themes (the wad2 theme, the manilla ROM). I don't understand whether I can install any ROM I want - say NFSANS diamond ati base RC2 - and then go ahead and add the WAD2 diamond theme on top if it; or do I have to find a ROM with a built in theme I like, like the manilla ROM.

Or, am I completely missing something?

Thanks for any help guys.