In the Appearance > Themes panel, the "Customize" link only appears beside the active theme at the top. Other available themes at the bottom replace the "Customize" text link with "Live Preview."
So, in the "Help" hanging tab, shouldn't this verbiage: "...what your site would look like with one of these themes by clicking the Customize link..." be changed to, "...what your site would look like with one of these themes by clicking the Customize or Live Preview link..."?
Again, in the "Previewing and Customizing" help panel, it says, "Click on the 'Customize' link under any theme to preview that theme and change theme options in a separate, full-screen view. Any installed theme can be previewed and customized in this way."
Shouldn't this read, "Click on the 'Customize' or 'Live Preview' link under any theme..."?
I know it's a tiny thing, but thought I'd bring it to your attention anyway.