To set it programmatically in Activity.java:
public void onCreate(Bundle savedInstanceState) {
super.onCreate(savedInstanceState);
setTheme(R.style.MyTheme); // (for Custom theme)
setTheme(android.R.style.Theme_Holo); // (for Android Built In Theme)
this.setContentView(R.layout.myactivity);
To set in Application scope in Manifest.xml (all activities):
<application
android:theme="@android:style/Theme.Holo"
android:theme="@style/MyTheme">
To set in Activity scope in Manifest.xml (single activity):
<activity
android:theme="@android:style/Theme.Holo"
android:theme="@style/MyTheme">
To build a custom theme, you will have to declare theme in themes.xml file, and set styles in styles.xml file.