Hi,
Firstly it's worth mentioning that version 2 (still in pre-release stages) is
much more customisable than version 1 when it comes to the template/theme. In version 1, Bootstrap is a requirement and you can't modify everything anyway, however in v2 everything you see is customisable. If you do want to go with v2, the latest development code is
here.
With Nameless v1, you'll want to copy an existing theme and template (in the styles/themes and styles/templates folder respectively), and start editing those.
v2 is a bit more involved, you can copy the default template in the custom/templates folder and start editing template.php in this folder to update the paths to your new template (a template's template.php stores the paths for CSS and JS includes for the template which will need updating).
Both v1 and v2 use the Smarty template engine for the template files, which lets you mix variables provided by Nameless with your HTML.
Hope that helps :)