In general when we refer to a theory we mean something that's not proven yet. In science it's a bit different. Scientists use terms such as, "scientific theory" and "law."
The definition of a law is easy. It's a description, often mathematical, of some aspect of the natural world.
Gravity Is A Law
A scientific law you may have been taught about is the law of gravity. It describes and quantifies the attraction between two objects.
But the law of gravity doesn't explain what gravity is or why it might work in this way. That's because that kind of explanation falls into the realm of theory. And the theory that explains gravity is the theory of general relativity.
According to the National Academy of Sciences, a scientific theory is a "well-substantiated explanation of some aspect of the natural world that can incorporate facts, laws, inferences, and tested hypotheses."
Evidence
In other words, all scientific theories are supported by evidence, and you can test them, and, most importantly, you can use them to make predictions. There are times where those experiments or tests can be influenced by context, and scientists are also using that information to better understand theories.
Based on that definition, theories never change into laws, no matter how much evidence out there supports them. Formulating theories is the end goal of science.