All you need to do is create a new folder in the template folder. It's a "drag and drop" template system, no installations necessary. You can do this through FTP or any directory management extensions for Joomla. FTP would be preferred method, but use what works best.

The suggested approach is to only copy what you intended to change. For instance if all you want to edit is group_edit.php, then only have that single file in your template then select your template from backend, it'll auto provide any missing files yet use your group_edit.php.

In order to provide files for integrations you'd provide for example cbgroupjivewall.css inside your template file and this will load when the Wall tab is shown.

This does not currently work right. The CSS file in the template directory gets loaded BEFORE the CSS file in the plugin directory, so the CSS file in the plugin directory still takes precedence over the GroupJive template. As a result, I still end up having to use !important statements in the template.

Load order is incorrect, will be reviewing fixing this in GJ 2.3. Currently you can just give the CSS more weight by adding more selectors.

forge.joomlapolis.com/issues/2461

edit: I still think it's wrong to be hard-coding colour in the CSS styles of individual plugins. The plugins should inherit colour from the GroupJive template, not be imposing their own colour. Otherwise what's the point of having templates at all?

Absolutely will not happen. They are integrations and not considered part of the core. Integrations have no business with code inside core template. Integrations are also completely optional. Forcing code to core for an integration would result in bloating.