1. After installing OrangeCD, go to the program folder (c:\program files\orangcd), and look for a file named daxedit.exe. (You must be using v.5.2.x, I think)

2. Run daxedit.exe

3. Open one of the existing themes or templates in daxedit

That should give you an idea of how things work, and how you can make your own themes and templates.

Good luck!