Menu - > Configuration - > server settings -> endpoing encryption -> mange themes....
WORST GUI EVER
So are you trying to change the ePO gui it self or that part only ?
May be you should start searching for .css files with in that product folder
The theme for eepc is pretty basic, all I managed was to upload a new background image (in the guide it explains the size and format), which kept my boss pretty happy.
To 'theme' the whole login window you need some coding skills but I believe there is a template file somewhere you can take and tweak to what you need.
Best bet is to read the guides when you login with your grant number to the downloads site, they are actually quite useful ;-)