Hi Debbie,
There is no existing tool for importing images to themes, but it should be possible to make one. Try to create a theme in OpenLP, and then open the OpenLP datafolder from the tools menu. Go to the theme folder and you should be able see what makes up a theme in OpenLP: A folder, a json file and an image.
If you can write a tool that can create this based on your existing images you should be good to go :-)
If you want to link specific songs to specific themes you must do it manually or look into the song database with an sqlite tool.
Best of luck :-)