When you want to install a new WordPress theme is to login to your site admin page. Once there, go to Appearance -> Themes
Here, you will see all the themes you have currently installed in your application. To add another one, simply click on the Add New button.
You can simply upload it from the Themes -> Install Themes section in WordPress. To do this click on the Upload Theme button at the top of the page.
Now, click the Browse button, select the archive of your theme from your local computer and press the Install Now button.
In a few seconds, WordPress will upload and extract the Zip archive for you. Click the Activate link under the message to enable the theme on your website.
Then you can now go to the front end of your site and see the newly activated theme.