Hi @ledsyn. Unfortunately Microsoft recently removed the download links from the Visual Studio Marketplace pages, which broke those instructions. I haven't found an easy way to obtain the downloads from the Visual Studio Marketplace now.
As a workaround, I can suggest the use of the alternative "Open VSX Registry" website:
You will also find a large number of VS Code theme extensions on that site, and their pages do have download links. Other than using the different website to find the themes, you can follow the rest of those instructions exactly as written.
Many of the extension authors list their extensions on the Open VSX Registry website in addition to the Visual Studio Marketplace, so the two are somewhat equivalent, but unfortunately Visual Studio Marketplace is more popular so the number of extensions on Open VSX Registry is lower. This is why I directed people to Visual Studio Marketplace before Microsoft made this unfortunate change.