You found the perfect drupal theme for your website, and want to use it.
There are few steps that you must follow!
Step1: Download the theme and after that unzip it!

Step2: Login in to your FTP accunt, find your website directory and upload the unzipped folder to the themes directory

Step3: Login to your website, go to your admin panel: Administer/Site Building/Themes and make your uploaded theme default

Done!