you have to apply a template to a page before you can apply a theme to it.
Open the page, and go to Modify -> Templates -> Apply template to page. Select one of the templates to use.
Then go to WebAssist -> Framework builder -> Themes -> Apply Dynamic Theme
It sounds to me like the pages you are working on already have a static theme applied.
the steps i follow are;
1) Create a layout using CSS Sculptor
2) Create a second layout using CSS Sculptor
3) Repeat for as many themes as you wish top create
4) save each layout as a template
5) Edit each template to add editable regions. Make sure each template has the same number of editable regions, and use the same names, be careful of case.
6) Convert each template to a theme
7) Create a new page from one of the templates.
8) Convert the page to use Dynamic Themes, WebAssist -> Framework builder -> Themes -> Apply Dynamic Theme
9) in the dynamic theme interface, select the trigger variable, and each theme / value combination
repeat 7 - 9 for each page you add to the site.