A theme is simply a focus area for your work. It's a bit more than bucket of related items, but it could be viewed that way. e.g. when I worked as a product manager in enterprise software, we'd have themes that were areas of focus. Things like security, performance, connectivity, usability, administration, scalability etc. These were all "big buckets" that were important to us and our customers and a lot (but not all) of our work would be along these themes. Any given release would focus more on 2 or 3 of these, with MAJOR releases having a broader cross section.

Let me know if that explains it or if you have other questions.