I did a fresh install of 17.10, and the User Themes shell extension wasn't installed by default.
You can install the extension by downloading it from here on the GNOME Shell Extensions site.
After installing the User Themes extension from the website, enable it via the Tweak Tool (if not already enabled) and close/reopen the Tweak Tool. Then the option to change the shell theme should be available on the first page.
On my system, I couldn't install shell extensions from the website because the GNOME Shell Integration connector wasn't installed. You can install that by running this at a terminal:
sudo apt install chrome-gnome-shell
If you have to install the connector, refresh the extension page in your browser before you attempt to install the extension.