In PSE11 Adobe moved most of the backgrounds, frames, graphics and themes online. That's why you are not able to see those themes, as those are still not downloaded in your machine.
You will have to keep your Editor launched (with internet connection on) for sometime, in order to see the thumbnails.The online content is differentiated by a blue ribbon on them. Double click on the blue ribboned thumbnail to download the actual content.
Adobe did this to save lot of amout of space on your machine, and make installtion process faster.
One thing more, once you have downloaded a content, you don't need to download it again, as it's now on your local machine.
Backgrounds are still available (via the graphics panel), but themes have sadly been gone for a couple of versions now.