You have to write hex codes into a text file in your config folder, there is no GUI for it. They have themes for a few years now. You copy one and edit. Not hard but not effortless either. One interesting thing is that you can do it in Geany, there is a little plugin to show a color square when you hover over a #hex string.

I remember npp having a GUI, but from memory it was old-school, in the clunky sense and not in the simple one. It didn't have a little window showing code with the updates for example.

Now that you bring it up, that's an area where a developer could make a helpful contribution.