We've updated the application setup guides. Unfortunately, each social network makes updates randomly, some large and some small. It's not always possible to be completely up to date, but if you have any specific questions about setting any network up, just let us know.
As for the themes, the /themes/ directory above is specifically for custom CSS files you may want to add.
If you add .php files to the /html/mod_sclogin/ directory, those will override the output HTML on all instances of the SCLogin module. That's the normal Joomla override method. The SCLogin module also allows you to have separate CSS files per instance so that you can customize each instance, which Joomla does not easily allow.
To create custom CSS, add your unique CSS file to the /themes directory. Once added, the SCLogin module will automatically detect the new CSS file and let you select it in the parameters.
I hope that helps explain, but should you need anything else, just let us know.
Thanks,
Alex