Hello Greyfox,
Thanks for your question about a theme being live immediately. The nature of WordPress is that it is live when you load it. You have a backend where you can make changes and then publish them so that people who view your site can see it immediately. So, if you don’t want your site to be viewable by the public because you’re still building/editing the site, I recommend that you use a maintenance mode plugin. There are many and most are free. This plugin lets you present a page to viewers to inform them that the site is under maintenance or construction. Some of the plugins even give you options to provide a message or countdown to when the site will be live. I hope this helps in your efforts to get your site up and running!
If you have any further questions or comments, please let us know.
Regards and Happy Holidays!
Arnel C.