Theme in preview mode

I am new to wordpress and have purchased the Aegaeus theme today. I have activated it and it shows as active. I have started to created pages but they will look like blog pages even tough I have deleted most of the comment threads ect.
When I click on appearance > themes > customise theme I am given hardly any customisation options I cant even changed the style and colour of the font on my title. It says in the top left ‘You are previewing Aegaeus’. This may be the case but why are customisations so limited?
I have also purchased an ecommerce. This is totally useless if I cant transfer it onto a page. The ecommerce seems to be a product all by itself and I cannot connect it to other pages.
When purchasing the theme I assumed most of the pages would be layed out and ready for editing but I am still building everything from scratch and it still looks nothing like the theme I purchased