Possibly an AE/BE difference, but I wouldn't use the word 'theory' at all in this context. In fact, to me 'theory lesson' specifically implies learning to read and write music; it's completely out of place here. It sounds odd, like a discussion about the philosophy of driving: To drive or not to drive, that is the question.
For AE at least, the subject is driver's/drivers'/driver education (short: driver's ed), and I think we would just distinguish between the classroom portion and the on-road portion. In most states there are also two parts to the test for a driver's license, the written part and the on-road part.
If you search on some of these terms, there are probably other options as well, but those should all be understandable.
Similarly, I don't think it helps to contrast classroom study to 'practical' lessons; the opposite of practical is, after all, impractical, which means unrealistic, which is not what you want to say about the classroom portion. Everything about driver's ed is practical, because it's useful, it's realistic, it's needed for everyday life. But the classroom part is no less practical than the on-road part, because in the classroom you learn things like why certain ways of driving are less or more dangerous; that's definitely practical.
The counterpart to theory is indeed practice, but in the context of driving, that doesn't mean lessons, it means Übung, going out with an adult (usually the teenager's mother or father) in the passenger seat and driving around.