The screens are located in the \Screens directory. They are all in .DXPack format which uses Stardock's DesktopX 3 program to create.
You can download DesktopX at http://www.desktopx.net. It's a free download (you can register it for $19.95 if you want to support its continued development).
You'll pretty much have to read the DesktopX documentation if you want to do anything particularly advanced.
But in the meantime, you can certainly modify what the game looks like, where the pieces are, etc. Just start slow and go from there.