All WordPress sites use a theme, it is a fundamental part of making a site with WordPress, and essentially determines the look and feel of your site, including the layout, fonts, colour scheme, that kind of thing.
When you add a new page in the WordPress back end and add some content to it, when you come to view the page on the front end, the theme affects how it looks.
If you are using a page builder to create your page, then you may end up making a lot more of the styling decisions directly in the page content itself (effectively overriding the default theme options).
That is all fundamental to WordPress itself, and has nothing to do with Toolset.
When you say "When I create a new Toolset page", that doesn't make a great deal of sense, inasmuch as there is no such thing as a "Toolset page". You create pages (a core WordPress feature), and you add content to the page. Some of that content may be from Toolset.
If you are editing your pages with the native WordPress block editor (aka "Gutenberg") you may be adding Toolset blocks to the content, possibly choosing dynamic sources for the block content, choosing styling options for these blocks etc., which is the kind of thing you will see described in the documentation.
Sorry if I haven't answered your question exactly, but it is mixing concepts and it is not really a question I can answer.
Thanks Nigel for your words of wisdom.
When I wrote "When I create a new Toolset page"
I meant of course when I create a WordPress page that contains some Toolset content.
Word Press - Theme - Toolset seems to be the way to go and Astra Pro seems to the favourite Theme for me at this time.
I apologise to both yourself and Waqar for taking so long for this to sink-in but better late than never!
Many thanks