You can find Orchard.exe under YourWebSite/Bin open it in the command line tools and you will be able to use the Orchard command line.
Another way to create a theme is adding to your solution a project under the theme folder solution. But to do that you will need Visual Studio and the Orchard code source. Of course I guess that you could create the theme just making the structure file under YourWebSite/Themes/ but I don't think that's the way to go.
You should use it because it's the easiest way to do a theme.