A family of Microsoft word processing software products for creating web, email, and print documents.
The most likely reason you're having a problem is that the sources you've consulted pertain to the Windows version of Office. The tools for creating Custom Themes in Mac Office have not yet been brought to the same level.
In Word, Excel or PowerPoint you can select a set of Theme Fonts from the list of built-in Theme Fonts & you can select a Theme Colors set from the list of built-in Theme Colors then save that combination as a Custom Theme.
Mac Office provides no UI method for constructing a set of Theme Fonts using fonts of your own choice, A customized set of Theme Fonts must be created in a Windows version then moved to the Mac or you need to construct the XML file yourself. To do the latter see this article by John Korchok: XML Hacking: Font Themes
Custom Theme Colors can be created only in PowerPoint. Once saved they are available in the other programs.