The Control used as the navigational control for the CompanionKit is not NavigationTabs control. You will see the NavigationTabs control's default look in the CompanionKit here.
If you do not get this look, please make sure you clear your cache and try again.
In order to change themes you first have to reference the Gizmox.WebGUI.Forms.Themes assembly to your project. Second, you have to register all the themes you will be using in web.config, which you can either do by manually editing web.config and add the registrations under the Themes section, or by using the Registration tab in the Visual WebGui integrations to register. The supported themes for version 6.4 WinWeb are Default, FaceBook, Analytics, Gmail and Office2010. Third, to switch themes runtime, you simply do a Context.CurrentTheme = "Office2010".
More on Themes here.
Hope this helps.