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If you edit the files directly, you must exit all instances of Notepad++ and reload for the changes to take place. Theme XML files are stored in %AppData%\Notepad++\Themes for a normal installation, or in the Themes\ subdirectory of your Notepad++ installation directory if you chose local configuration during installation or if you are using a portable version of Notepad++. You may customize any of those themes using the Style Configurator dialog, or by editing the underlying XML files. Notepad++ comes packaged with a default theme and a number of other themes to start with. You may choose your theme using the Preferences > Style Configurator dialog.
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Themes are pre-defined sets of formatting rules, which often try to use a consistent color scheme between languages.
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