Theme is not possible, but tabs can have different
styleboxes depending on their state, I think the latter is what you want?
TabContainer, look in the Custom Styles section in the inspector: here you can choose which style will be used for each state of the tabs.
Tab Fg is for the selected tab, and
Tab Bg is for other tabs.
However if you want every tab to have a different color regardless of their state, you'll probably need to make a custom control.