There is no video tutorial available for this app. You can find some help on this app at https://help.rallydev.com/story-map.
Please note, that this app, although talking about themes, is only geared at user stories. The Theme is a user story, that has the tag "Theme" attached. The children will be the children to that user story.
It will only display the user stories with the tag "Theme" as the top level and their direct children as the child level.
I would advise to use the apps
"Story Hierarchy" : https://help.rallydev.com/story-hierarchy
and/or
"Portfolio Hierarchy" : https://help.rallydev.com/portfolio-hierarchy
instead.