Though you can change background in Lumia 520 Windows 8 phone, there is no option of changing or installing themes. To change the accent color and the background follow the below steps,
Go to settings and select theme where you get the below screen as show in the screenshot. There are only two options for changing the background, dark and light. When you select dark your screen will be in black and when light is selected the screens get changed to white.
Tap on the accent colour where you get different colours as shown below, select your desired colour to change the look of your phone.