Luesak,
They appear to be:
jqx.android.css
jqx.blackberry.css
jqx.mobile.css
jqx.windowsphone.css
located in the download with the other .css files jqwidgets-ver3.0.3.zip\jqwidgets\styles\
The demos can reference them by calling them like any other .css file – in the html
You will see the demos call jqx.base.css, you just want to add the desired style (for example)
<link rel="stylesheet" href="../../jqwidgets/styles/jqx.orange.css" type="text/css" />
and in your javascript details of the grid set
theme: 'orange',
Also remember you can create your own theme using their theme builder.