As a user/admin with an existing installation I don't believe that's practically possible. Or at least not easy, as assets are generally minified and packed together in a way they can be found and the installation is generally designed to run as an immutable package to being safety and predictability around upgrades. While I'm not an 'original' dev I don't believe GoCD was designed for user theming in the sense you hint at.
As a developer willing to fork and build your own custom version, anything is possible - but not necessarily easy - and you'd want to be familiar with technologies like SASS, typescript, asset packing, tools like webpack and for some pieces of the UI, the Ruby/Rails asset pipeline.
-Chad