In 3rd party Visual styles for XP, you don't need any additional theme manager unless you had patched your uxtheme.dll or have a bricopack installed 
And those pictures you had given are from 3 different Visual styles so they may available in 3 different zip files (basically not as .exe files but as .msstyles )
And one more thing about those pictures, The Visual styles which represented by the pictures may not have all the features as shown 
You may need to download additional files to gain 100% match 