That is a video from learning Pool who have their own version of the Authoring Tool for their customers. You will not see the theme editor in the current or past versions of the open source authoring tool.
Your options are :
1. Sign up to Learning Pool's tool - https://www.learningpool.com/adapt-builder-learning-pool
2. Edit your theme by copying the existing theme, editing less files and uploading your own to the tool
3. Wait for a future release of the OS tool which might have a theme editing option in it.
Helen