Go to your sites administration section and system admin/ blocks administration. Looking down the list of Block descriptions you will see one called 'Themes' You can position this as you wish, (usually in a side panel) and click to make it visible. Also set its weight (height in the page) and go to groups to set which user groups can see the block. Remember to click GO after making settings.
You should also make sure that the theme block is configured to display the themes you want to display. To do this go to sytem admin/preferences/general settings and select the themes to be made available under the setting 'selectable themes'