Hi,
Unfortunately there is no interactive/user-defined thematic mapping out-of-the-box in ArcGIS Explorer. Someone with a good level of experience with the SDK could possibly create a tool to mimic this functionality using the new query functionality introduced in the API at version 1500 but it would require some effort.
ArcGIS Explorer can of course consume layer packages and layer files which contain layers which are thematically rendered using ArcGIS Desktop. This is the model for working with ArcGIS Explorer - author content in ArcGIS Desktop and publish to ArcGIS Explorer.
Regards
Mike
