every theme appears as basic HTML. So all the pictures, functionality, etc, do not appear
When you visit any page which showcases a theme, or even check out the theme’s preview image (which is the image that shows up under the theme selection page in the back end), you will see an image of the theme with a lot of demo content, the content you are referring to. The developer just uses that demo content (which is his own content) to showcase his theme in order to show you how the theme could look on the front end.
When the theme gets shipped, it is shipped without all of that demo content because, obviously, you will add your own content and that demo content belongs to the theme author. The basic functionality of the theme is still there, these does not get removed. You must just apply whatever the theme offers and add the correct content for your site to look like these demo images of the theme.