[Alneyan]

Oceania is enabled via a mod, instead of being another theme directly added to the game. You will have to go to the Dominions download page at Shrapnel, and download the Oceania mod; it can be found just under the 2.15 patch.

Extract the contents of the zip file in your mods directory, and activate the mod in the game. Oceania will then replace Atlantis when you create a Pretender.