Display ONE taxonomy and its assigned pages

It is actually quiet easy using WP page template and taxonomy templates (Why do you want to display all results on one page? I think it is better when you URLs will have some logical structure).

You can create new page template and use wp_list_categories function:

<?php
/*
Template Name: Taxonomy Terms
*/

get_header();

?>
<div id="primary">
    <div role="main" id="content">
<?php

        wp_list_categories( 'title_li=Themes&taxonomy=theme' );

?>
    </div>
</div>
<?php

get_footer(); 

This will outpout the list of all the terms (categories) for your custom taxonomy “theme”.

Additionally you can use WordPress templates hierarchy to modify the display of others template. e.x. taxonomy-theme.php