In general, in order to load some resource dynamically (like js, css files) the io.jmix.ui.screen.ScreenDependencyUtils#addScreenDependency can be used. The example of its usage can be found in the Login screen with branding image template.
Alternatively, you can define several color presets for the Helium theme and allow users to select one. In this case, selected preset is remembered in their user settings and loaded automatically after login.