Read more below:Do note that Microsoft is still rolling out the custom themes feature to Edge Beta and Stable users. If you encounter an error while installing a theme then you will need to enable the 'Allow installation of external store themes' flag. Once enabled, you will be able to install custom themes and you will be able to manage installed themes from Settings > Appearance > Custom themes.
Earlier this year, Microsoft added support for Chrome themes to the Edge browser, but it didn't extend to the new tab page. The company has now added support for custom themes to Edge's new tab page.