It looks like you ended up with theano instead of theano-pymc.
Which pymc3 version did conda install for you? The latest version is 3.11.1 and it pins on theano-pymc ==1.1.2, also in the conda-forge recipe: pymc3-feedstock/meta.yaml at master · conda-forge/pymc3-feedstock · GitHub
I don’t know why conda did not respect that in your case.
The Windows instructions in the Wiki that Chris linked should work! Please let me know if the don’t.