I see...Well let's start with Jailbreak. Jailbreaking is "opening" the iphones software to allow us to put things onto the iphone (apps, themes, etc).
Unlocking, can only be done once the iphone is jailbroken and unlocking enables the iphone to be able to be used on any network. (instead of AT&T in America or O2 in UK)
Now, you say it looks like it has worked. Does that mean you are at the home screen with ipod, safari, etc?
If so, and you have jailbroken, there should be an app called Cydia (or installer, i am not sure as to which iLiberty installs, i used ziPhone.)
Now hook up the iphone to the internet and go into Cydia/Installer and install BSDsubsystems.
Then also install Summerboard (AKA SMBPrefs) and Customise Then go to your homescreen. Go into one of the 2 new icons and both have the ability to change themes.
P.S. Customise you can download themes straght on your phone from the app. But for Summerboard you must download the themes from Installer/Cydia.
Hope this helps