In a few words, Theoretical Physics is Mathematics applied to physical phenomena. There is though a subtle difference between Theoretical Physics and Applied Mathematics, however they both are very much intertwined today. Although Theoretical Physics is about very complex equations, it is able to describe astonishingly beautiful physical phenomena.
In your BSc degree you have no special Theoretical Physics modules, however you study Theoretical Physics elements in yours 2 and 3 in various modules where you manipulate with equations. If you are on MPhys program you can choose a module Advanced Laboratory in Theoretical Physics. If you love Mathematics you can choose to do a Theoretical Physics project with in your year 3 or 4 (or both).