To different people, it means different things. However, to paraphrase my friend and teacher, Marti Lynch, it has a beginning, a middle, and an end. And since you are the entire orchestra you have the liberty to make each as long or short or as fast or slow as you like.
Frequent change is good.
There are standard tricks of the trade used to reach this goal. Several outstanding musicians have provided books with instructions and full example arrangements. And others have simply provided portfolios of excellent arrangements. Both can help us learn the Theatre Organ Style. Recordings of some arrangements, played exactly as written, were provided to assure you that these arrangements are authentic.