Greetings, Ivan -
Since you are new to using Themes and new to using a post-SAP version of PowerBuilder, may I suggest you first create a simple test application (single window, no use of canvas.pbx, no database connections, use an external source DW with manually populated/saved data if you want to include a DataWindow ... but keep it simple), Build the test app as an executable and install on another machine so that you can get familiar with some of the run-time DLL's that are new to PB since v12.6 (there are quite a few!) I also recommend you avoid creating 64-bit executables and Remote Desktop/Citrix deployment, etc. for now ... keep it simple!
Once that is working as a compiled/deployed executable, apply a standard, out-of-the-box (not modified) theme and get that working. If you are wanting to eventually create/use a customized theme, then create your customized theme and get that working with your test application. If at any point along the way you run into questions or issues, either post additional questions here and you can include a zipped copy of your test application's pbl (and theme, if needed), or open a (free) support ticket and you can include a zipped copy of your test application's pbl.
At this point you could then try to add the use of the canvas.pbx to your test application.
Once successful, you should have gained enough experience with PB 2019 and themes to migrate your PB 12.6 application with less difficulties.
I think this approach would be more productive than trying to learn about everything all at once and attempting to troubleshoot and solve all of the issues you are experiencing all at once.
Finally, what does your legacy PB v12.6 app use the canvas.pbx for? If we knew a little more, we might be able to suggest an alternative solution to your needs that is more compatible with the current PowerBuilder product.
HTH. Regards, John