Debian/Ubuntu
sudo apt-get install grub-customizer
Arch/Manjaro (AUR):
https://aur.archlinux.org/packages/grub-customizer
For any other distro or errors check the oficial guide
Mine is:
/boot/grub/themes/
Yours can be different, please check your distro wiki
Go to the
Appearence > Settings > Theme > Arcade > Save (Ctrl + S)
The Arcade theme should appear in that list
Congratulations you now have the Arcade Grub theme, reboot your pc to see it