Locate it in
/path/to/grubtheme
, then open YaST -> System -> Boot Loader -> Kernel Parameters, change the "Console theme" as text/path/to/grubtheme/theme.txt
boot_menu_.png and slider_.png are taken from the default grub2 'starfield' theme.
OS icons are taken from 'The Definitive Guide To Theming GRUB 2' by Towheed Mohammed.
background.png is copied from grub2 backgrounds directory at install time.