I don't know if I am doing this right but I recently upgraded from a free to commercial license to use other themes.

However. I'm not clear on how to change from my current theme to another.

I'm looking in Calendar>Calendar Themes. I can select a theme which then pops up and I have the options to Save and Apply. But prior knowledge leads me to believe these are only options to edit the theme.

How do I select one?

Dear Paul,

For selecting a theme for your calendar please firstly open the page/post editor, to which you need to add the calendar. Afterwards click the Insert Spider Calendar button from the TinyMCE tools and select your calendar and theme to display.

Please check the screenshot attached.
Thank you.