There are a lot of launchers on the market that give developers ability to make themes, like ADW, Go and Nova, but CyanogenMod is not a launcher. It’s a custom Android ROM. That gives it some unique theme customizations. For example new theme can change boot animation or settings app, battery, signal and wifi icons.
There is a very detailed example of a theme made for CyanogenMod on github. All the details are available in the README file. If you want to showcase your app on Cyanogen Theme Showcase, you need to fill a form on Google Docs.