Modules are not menus, they are just boxes that menus or any other kind of content are dropped into. As always Tikiwiki configuration allows for the maximum flexibility, so it does include an interface that will help you create a customized menu for the site, and then you have to insert it into a module, and then you can assign the module to the site.
Themes
Given the architecture above, a theme controls the look and feel of the site. Unfortunately for web designers familiar mainly with html, you will have a hard time piecing together where the code for elements actually come from, because it is an admixture of code drawn variously from the database, selected by IF statements and any of the hundreds of template files that drive the various elements of tiki. Nevertheless, all that code is mainly driven by a (rather complex) Style Sheet, themes control the appearance and graphics. Tiki comes bundled with several themes, each of which have an images folder and a templates folder associated with them. As such you can switch or customize themes without ever touching the core/default files that drive the program.