Install a Studio Theme

Ensure the Studio module is installed: Install Studio Module

From the Admin area of a site that has the Studio Module installed head to CMS > Studio Themes and click Create Theme:

Here you can create a blank Theme or install from the Marketplace library of Themes:

Click install on your chosen Theme (or create a new one) and you'll then be able to edit the Styling or Sections areas:

Theme StylingTheme Sections