Let us start an interactive session (e.g. with python or ipython) and import Theano.
>>> from theano import *
Several of the symbols you will need to use are in the tensor subpackage of Theano. Let us import that subpackage under a handy name like T (the tutorials will frequently use this convention).
>>> import theano.tensor as T
If that succeeded you are ready for the tutorial, otherwise check your installation (see Installing Theano).
Throughout the tutorial, bear in mind that there is a Glossary as well as index and modules links in the upper-right corner of each page to help you out.