So, I am not entirely sure if this is where I need to post this as it is almost entirely related to KDE. Feel free to tell me to take it elsewhere if that is the case

My questions are coming from the perspective of someone who has not touched Linux in almost 10 years, but is super excited to be running it again. I got pretty much everything working in the latest PCLinuxOS install, all my hardware, even Wine + WoW is working flawlessley. However, I want to invest some time in customizing the look of my OS, and I am frankly baffled by all the stuff that came installed.
Basically, I am little fuzzy on the distinctions between: Plasma, Aurorae Theme Engine, and KDE themes. After two days of trying I can't get anything to actually change in appearance except the taskbar panel, and the color scheme. Where I believe I need to be changing things is: Desktop Config -> Look and Feel -> Windows -> Window Decoration, but every time I change to a theme that came installed with PCLinux, nothing actually changes outside the logout dialog. Well that and I see all these COOL screenshots of desktops with very custom looking taskbar panels, and I also have no clue where the options to do that are either.
I expect these questions are pretty much the newbiest of the noob, but I've invested lotsa hours surfing the KDE wiki and these forums, so a little guidance would be most appreciated. Thanks for your time!