Save project. Save your image buttons as html You can save current project in the project file (*.xwb) or into the HTML file (*.html).
To create your own theme, you should create the button image states first. It contains button image for each Normal/Hot state of the button, one-by-one, vertically. Button image states is a .bmp file like this one. Each button image state must have the same height. In the example below the button states image has size 50x150. It contains three button state images, 50x50 each.