Depends what you mean by "theme", except for the editor all of Geany gets its theme from the GTK theme, and changes when the theme is changed on the desktop (at least here on Linux Mint 20).
The "colour scheme" that controls the editor isn't controllable from the desktop, no desktop theme has colours specified for the syntactic elements of 20+ programming languages. So it is set by `Menu->View->Change Colour Scheme...`, which you can change while Geany is running, but not from the command line.