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You can start an interactive Theano session on the login nodes by loading the corresponding modules and starting the Python interpreter.

[sfux@eu-login-09 ~]$ module load new gcc/4.8.2 python/2.7.12
[sfux@eu-login-09 ~]$ python
Python 2.7.12 (default, Nov  2 2016, 13:46:00) 
[GCC 4.8.2] on linux2
Type "help", "copyright", "credits" or "license" for more information.
>>> import theano
>>> theano.__version__

Please note that you should use interactive sessions only for very short test that do not use a lot of CPU capacity. You have to submit all other computations as a batch job.