Each theme is a stand alone WordPress theme, but you could install a separate instance of WordPress in sub-directories as per the example below:
e.g.
yourdomain.com <== ClassiPress
yourdomain.com/coupons <== Clipper
yourdomain.com/jobs <== JobRoller
This could be set up on a
WordPress multisite network which will also allow you to look at sharing the user database (this allowing a single login across all themes). Thanks.