I have tried my hand at modifying the fantastic coverbox Sega CD theme by faeran to fit the Sega Saturn. I included the Saturn font inside the Fonts folder.
Unzip the file to your Launchbox/Themes directory
Go to the fonts folder and install the SegaSaturn font
Go to bigbox and open your Sega Saturn window.
Choose the CoverBox - Sega Saturn theme.
Full credit to faeran for creating the theme. I just made some small modifications to it.