The installer for Changepoint does not install the Cognos Analytics samples, which includes themes and templates.

For CP2017 SP1, see this IBM article for instructions on how to download and install the samples.zip file:

For CP2017 SP2, the instructions to install are similar to the IBM article above and the zip file is available under the Cognos installation folder : 

<install-location>/samples/deployment/samples_current/Samples_for_Install_11_1_1.zip.