It's very easy. There is a params.ini file located in each adjustable engine or theme folder.

• Engine folder location: /plugins/content/cdwebgallery/engine 
• Theme folder location: /plugins/content/cdwebgallery/theme

Example

I want to change the dark theme for Highslide engine to white one. Well I open the params.ini file located in /plugins/content/cdwebgallery/engine/highslide folder. There are the options and values for each available settings (with related descriptions).  And I found this string:

highslide_theme=dark

highslide_theme="dark"

Ok, I change the "dark" string to "white".

highslide_theme=white

highslide_theme="white"

That's all. The Highslide engine works with white template now.

 I can not find params.ini file in my choosed engine or theme folder?

That means there are no settings for this engine or theme.