Installation
Colorschemes / themes in Neovim / Vim need to be installed like any other plugin.
You can find them by doing just a google search or on vimcolorschemes.com.
You can use a plugin manager like VimPlug or Packer to install these colorschemes.
If you don’t know how to install plugins in neovim you can checkout my post for installing plugins using VimPlug here.
Setting Colorscheme
After installation, you can use the colorscheme by using the following command in the command mode in neovim
:colo <name-of-colorscheme>
Making colorscheme persistent
To make it persistent even after you close and reopen neovim you can add the following line to the init.vim file
colo <name-of-colorscheme>
OR
by adding the following line in init.lua
vim.cmd('colo gruvbox')
Conclusion
Now you have successfully installed and changed your colorscheme in Neovim.