Changing templates is easy, once you know where to find it.
Go to 'Administration' --> 'Weblogs', and then edit the weblog you'd like to change. Make sure you have your templates in a separate directory under 'pivot/templates/' (you could start by just simply copying the default templates to a new directory called 'MyTemplates' or something like that.
Choose your template like shown in this picture:

As for 'pages', that works a little different. For every page, you have to select the template, like shown in this screenshot:
