Under https://lichess.org/training https://lichess.org/training on the left side pane there is a "Puzzle Themes" link (takes you to https://lichess.org/training

Under https://lichess.org/training https://lichess.org/training on the left side pane there is a "Puzzle Themes" link (takes you to https://lichess.org/training/themes https://lichess.org/training/themes).