You also need to register the module with Keycloak. This is done by editing standalone.xml, standalone-ha.xml, or domain.xml.
See the Server Installation and Configuration Guide for more details on
where the standalone.xml, standalone-ha.xml, or domain.xml file lives.
Then and add the module to theme/module/modules. For example:
<theme>
...
<modules>
<module>org.example.mytheme</module>
</modules>
</theme>