Did you download the addon file "ThemeHouse-UIX-2.3.0_Patch_Level_1"? or just the theme files? "UI.X-2.3.7.0.0.zip"
From the Themehouse customer area:
View attachment 330125
If you click the first "Download" button at the top, that will give you the addon to install in order to add your API key.
The 2nd "Download" box below is for the theme files only. So, if you used that 2nd download option, it would not install the addon that would enable the API feature for Themehouse.
View attachment 330126