Deep reading or just skimming and scanning?
Short answer Probably not.

In order to write an effective literature review, you should definitely understand the material. So...


  
    [D]o I have to understand the paper fully that I took some things to write from? For example, If I found a paragraph in a paper and it is good in include in one of the themes, then do I have to understand that paper fully?
  


I would say that you may not need to understand the entire paper completely, but you should be sure that you understand the primary points well enough to be absolutely sure that you are not taking the quote/paraphrase out of context. Again, as other replies point out, whether you can determine this from skimming will depend on your current level of understanding of the subject. I assume you have already read these papers, and have a fair knowledge of the content; however, I would still advise you to read carefully anything you will be quoting--this will improve the quality of the lit review you are writing (and anyway it is never fun to be called out for having misrepresented someone's paper!). Bottom line, unless you know the subject--and the relevant papers--very well, you will probably be better off with reading thoroughly.