Products are typically described by hundreds of requirements which are organized in the product backlog and represented by index cards.
Large requirements, epics, cannot be completed in one sprint so they are broken into more user stories. Epics are then delivered in releases. But even small user stories from different epics can have something in common. Such group of user stories is called theme.
Epics and themes management is in ScrumDesk edition available in story detail panel displayed on the right side.