The theme assembler has an include list, like other theme builder types, which you can use to link to your theme style, brand and components. However, unlike the other theme builder types, the theme will only actually include the theme components when they are needed.
Once you have entered your style, brand and components, use the Install button on the first tab to try out your theme.
The theme assembler can include themes built in other ways and components built using the Resource type. For example, you could use it to add a new brand to one of the built-in themes.