The theme can be changed by navigating to the top-right menu and clicking "select theme", which will open up a theme selector on the left.
Upon selecting a theme, Warp's appearance will update accordingly. Press the checkmark to save the selection, or the X to revert.
This setting persists - next time, Warp will open with the same settings.
Custom themes
Custom themes can be added to your Warp config directory: ~/.warp/themes (once the themes are added to the config directory, they're available through the theme picker described above).
More thorough explanation about the theme format, together with examples and a collection of themes can be found in the Warp Themes git repository: https://github.com/warpdotdev/themes.