You will find all existing templates in your CMS in the admin console. Click on Layout | Templates to see all templates available in your installation. If you did not install any sample content, then only one template is available.
In the strictest sense, we have to differentiate between templates and themes. A template is just a part of a theme. A theme consists of one or more templates and one or more stylesheets. Some themes optionally include menu templates as well. So if you talk about the complete design of your website, you should think about themes. Different page layouts (1-column, 2-column, or others) within one theme are called templates in CMS Made Simple.
You can easily add ready-to-use templates to your website without any HTML or CSS knowledge by using some resources for the themes: