As PDJ's tester I can tell you that he uses the taskbar from whatever WindowBlind that he has loaded at the time of the screenshot.As for the wall,some are included,some are not.Blue on Black should have one,for instance.
You can set DX to load whatever wall you want to use in a theme by right clicking the systray icon while in builder mode,select configure DX builder,select the desktop tab,then wallpaper.Place a check in background image(or uncheck it and select "none" if you don't want the wall applied) and browse to the image you want to use.Hit apply on the configure window and you are good to go.