How I do to play thematic games?

I assume you mean a game starting from a set position. There are "thematic" tournaments where every game starts from the same position (normally a standard set of opening moves) but these are limited to subscribers only.

To set up a game yourself, go to "Open Invites" and then "Create open invite game". Here you can specify the colour you want to play and also the time and rating limits you want. On the left of the screen you will see options to play the game from a set opening or to set up the pieces however you want. Then just wait for someone to accept the game.

Remember that all set piece games are automatically unrated, so you will still remain as a provisional rating until you complete 20 "proper" games.