I believe you already got an answer on this through chat but just in case anyone else has this issue, it will require you to have Alienware accessories to work. For example, once you have an Alienware keyboard here is a video detailing how to use the program:  
Hello there, So this is a new computer which I got yesterday and ever since I opened AWCC (Alienware Command Center), I haven't been able to access or use the options "themes" or "macros" in the themes section. I do not know why that is and would like to know how to fix it please. They 2 option don't even light up when I hover over them with my mouse whereas all of the other option do [IMAGE]  
Aurora R10, AWCC, themes, macros