Big-Theta Notation. Is this theorem true? Is the following sentence true assuming that $f$ and $g$ are differentiable and their derivatives are continous? I'd say yes, but don't know how to show it.
$$g(x) \in  \Theta(f(x)) \iff \frac{d}{dx} g(x) \in \Theta\left(\frac{d}{dx}f(x)\right)$$

No, Big-Theta control over a function does not imply control over its derivatives. Imagine that $g(x)$ is "oscillating around" the function $f(x)$.
Here's an example. 
Suppose that $f(x)$ is the constant function $f(x) \equiv 10$, say. 
If $g(x)= \sin e^x$, then it is a bounded function, taking values in $[0,2]$. However, its derivative $g'(x) = e^x \cos e^x $ is certainly not $\Theta(f'(x))$.
The same idea works when $f(x)$ is in a far more general class of functions. Suppose that $$g(x)=f(x) + \sin e^x$$
Then (for many functions $f(x)$) $f(x)$ and $g(x)$ are "the same size", but $g(x)$ is increasingly rapidly oscillating around $f(x)$, so we have
$$
g'(x) \notin \Theta(f'(x)).
$$
