The naive statement for the "CPT theorem" one usually finds in the literature is "relativistic theories should be CPT invariant". It is clear that this statement is not true as written, e.g. topological theories are typically not invariant under CPT. A much more precise statement of CPT is found e.g. in Freed's "Five lectures on SUSY", namely (paraphrased)
In a local QFT the CPT theorem states that representations of the connected component of the Poincaré group can be lifted to representations of the whole group (i.e., containing reflections and time-inversions).
This is much better, because it explicitly excludes topological theories (inasmuch as these have no propagating degrees of freedom, i.e., the Hilbert space does not contain irreps of Poincaré). It also deals with the Hilbert space directly, and so it applies to e.g. non-lagrangian theories.
That being said, I am still unsure what the "theorem" is really doing for us. Is it really a theorem, or rather an axiom? Are we to impose it when constructing theories, or should it follow automatically?
The main reason I am confused can be illustrated by considering the standard construction of supermultiplets. For example, if we take a massless multiplet whose highest weight has helicity 0, and act on the latter with the SUSY generators, we also find states of helicity 1/2 and 1. At this point, every book says that, by CPT, the correct multiplet must contain the CPT conjugate, i.e., states of helicity -1/2 and -1. One thus obtains the standard vector multiplet. This application of CPT exactly follows Freed's statement: the first half 0,1/2,1 is a good irrep of the connected component of (super)Poincaré, but does not lift by itself; we are to enlarge it by its conjugate so that the result does lift.
It seems that here we are imposing CPT invariance, rather than observing that it holds. In other words, what if I refused to include the CPT conjugate in the multiplet? Then CPT would be violated, and so the theorem is not really a theorem, for I can construct theories where it does not hold. Instead, it seems that, in constructing theories, I should impose CPT, i.e., it is an axiom. Is this understanding correct? Or perhaps it turns out that if I tried to construct a theory with the half multiplet only, i.e., helicity 0,1/2,1 (and no conjugate), the result ends up being pathological for some reason?
A similar situation is found when constructing non-supersymmetric states. Here a state of helicity +1 is typically packaged together with its CPT conjugate -1, but this is done for phenomenological reasons: as Weinberg explains (page 73), electromagnetic phenomena is observed to be invariant under parity, and so the existence of a state of helicity +1 requires the existence of one with helicity -1. But if we are interested in QFT for purely theoretical reasons, then it is perfectly sensible to try and construct theories of particles of helicity +1 that violate parity symmetry -- this is specially so for SUSY, where no phenomenological data exists!