Microsoft doesn't offer a built-in way to create more complex themes than this (e.g., changing app icons or default sounds), but there's an app in the Windows App Store called Theme Creator that promises to let create a complete Windows theme package. Once your theme is saved, you can also right-click on it and save the theme for sharing as a.
Your new theme will be saved and you can switch between it and other themes easily by going to the personalization options in the Control Panel.