It seems that it is indeed only available to subscribers only, became available only once I extended my subscription.
Probably the easiest way is to actually go to the Themes page on the Winstep web site and then click one of the big sliding theme screenshots - that will bring you straight to that theme's page here at Wincustomize, and from there you can just click 'Winstep' at the top to access the Winstep gallery. It's a bit of a shame that it is so hard (unless you're coming from the Winstep web site, of course), though.