Complete project package
You can add the needed configuration files of the content types and fields needed for the site in a folder named config/install in your theme directory. These configuration gets imported when we install it.

for eg: if you want to create a content type test when your theme is installed

Create a file node.type.test.yml in your_theme/config/install folder paste the code in it 

langcode: en
status: true
dependencies:
  module:
    - menu_ui
third_party_settings:
  menu_ui:
    available_menus:
      - main
    parent: 'main:'
name: test
type: test
description: ''
help: ''
new_revision: true
preview_mode: 1
display_submitted: true


Easy method is to 


create the content types and fields form backend 
export the configuration
Take the newly created files from it and remove the line uuid from it
paste it in your theme folder