how to display a course using alternate themes


I understand how to use CoursePress Pro very well with its default theme, and I get how to use the short-codes, but I was wondering, if I were to use another theme other than the default theme, where do I go to design the course templates? I mean, with the default theme, if you create your courses, they automatically show up all laid out. But if I change themes, where do I create the course layouts using the short codes? Is there like a Courses Template Page or something or how does it work?