Theme change: I am just not getting how to do it

I have unzipped and uploaded blue-wonder-10 to my cPanel, but from there, I have no idea how to get a new theme into my list of available themes. Your “step by step” instructions are not helpful to me. How do I get files from MidPhase control panel to WP??

I know how to blog, but I sure don’t know how to use this WP site.