Although I don't write themed stories (or the theme emerges naturally), the way I would approach this is kind of like a detective murder mystery story: Backwards.
In a murder mystery, you basically start at the end of the story (somebody is dead), and then work out the twists from who really killed him, to the beginning of the story. You have to come up with everything in reverse, and then tell it forward. The false leads, the misinterpreted clues, the dead ends, the clues that straighten that out.
A story (even one with a theme) is, first, about a character. Second, they find a problem (or it finds them). [After these two steps, a discovery writer is off and running with it]. Third, They try to solve it and fail. They try again and fail. They try again and -- third time's a charm, they succeed. They live happily ever after, or until the next problem.
So once you have your theme, you need to find a character with a personality trait that will serve to exemplify the theme. Often it is a personality trait pretty much the opposite of your theme. Then you need to devise a problem whose solution depends almost entirely on your theme; so it will bring out the worst in your MC and cause a head-on collision. So they try and fail (not getting the message). They try and fail again (not getting the message). Then out of desperation they finally GET the message, and try again and -- succeed, because they got the message.
The rest is details; it is usually considered ham-handed to make the theme too obvious, or to baldly state it. You can include secondary and walk-on character to violate the theme and end up dead or punished or miserable. You can have people, even your MC, argue the opposite of your theme.
An example: If your theme is "charity is rewarded", they argue convincingly against it. But arguing for "selfishness" will make them sound like jerks, and you want the reader to sympathize with them. So find a way to argue against your theme that sounds halfway reasonable. Off the top of my head versus charity: People need to learn self-reliance, and their personal experience that hardship is a test that can make a person better, or brings out innovation. Necessity is the mother of Invention! The world moves forward because people have to work through their hardships. Give a man a fish, he eats for a day, but if he has to learn to fish to fill his stomach, he will eat the rest of his life. So I might loan him a few of my fish so he doesn't starve while learning, but I expect them paid back!
(Note I don't personally believe any of that, I'm just devising a necessary character).