I haven't had a lot of experience as a DnD Dungeon Master, and I really like the concept of magic in general, but I feel like DnD hasn''t made it very thematic. So, I humbly ask, what do you do for magic theatrically?

What do you mean by “thematic” and “theatric”? In terms of describing spell effects, there’s a fair bit of wiggle room with the appearances- a necromancer casting Hold Person could cause phantasmal limbs to rise up and immobilize the target while a Druid causes roots to rise up and an Order Cleric conjures golden chains. In terms of damage type specialization like pyromancy and such, yeah there’s not a lot because within the larger structure of the spell system it’s not practical to diversify that thoroughly without creating a lot of clearly better or inferior comparative options. You can always ask a DM if they’ll simply let you respec a spell’s damage while keeping everything else if it’s to fit a particular character concept.

Yes, I mean the appearances and sounds and smells of spells; the stuff outside of just statistics and rules. 

For me this is the beauty of a roleplaying game. 

It is for the DM to encourage descriptive and evocative spell effects and descriptions. It is the same for me with combat.

I.E. I could simply say to the players:

The evil wizard casts Magic Missile at the cleric and he hits doing 4 points of damage. 

Whilst factually correct it is a boring and not very evocative for the players.

I like to be descriptive in my sessions 

The Evil wizard stares at the Cleric and his eyes narrow and his brushy eyebrows crackly with energy, his fingers weave a complex pattern and 3 glowing missiles appear at his finger tips. With a flick of his fingers the missile hurtle towards the cleric before hitting him in chest exploding in energy dealing 4 points of damage.

This hopefully encourages the players to do the same. Bringing a better roleplaying experience to the table.

Really cool. I'll do that in my future sessions. Thanks for the advice!

The theatrics are left to the player and DM as others have shown. Thematically wizards are forced to be generalists or incredibly inventive in spell use ( which DMs can nerf easily) as there are not enough good spells of each school to truly specialize. It’s a bit more thematic with different types of magic for different classes - Druids, rangers, paladins, warlocks and clerics. Sorcerers have transmute metamagic which allows them to effectively specialize when the want/need to.

Cool beans.