Thank you for your answer.
The default Preferences.sublime-settings in Data\Packages\default includes the lines
// The theme controls the look of Sublime Text's UI (buttons, tabs, scroll bars, etc)
this file does exist in Data\Packages\Theme - Default. Both the settings file and this folder are generated exactly like this upon first starting the portable download from this site.
The Preferences.sublime-settings in Data\Packages\User only has the line
"color_scheme": "Packages/Color Scheme - Default/Zenburnesque.tmTheme"
which is the color scheme I selected.