Go to your public_html directory on the server that is hosting your wordpress installation (i.e., Linux server). If you don’t know where that is, you probably shouldn’t be adding themes.
In that directory, you should see wp-content. Open that, then in there open the themes directory. Once you’re in there, hopefully your server has an “upload file” button somewhere and you can just browse to the either zipped or unzipped version of the theme that you’ve already downloaded to your PC and upload it (the whole folder).
If it was zipped, you can extract the files once they’re uploaded (I’ve found this convenient in case I want to wipe out what I’ve done without having to upload again…I just unzip again. This was particularly useful when I was just mucking around to see how things worked.) Otherwise, if you uploaded the unzipped folders, you’re good to go. You’ll see the new theme in the list of available themes.
Note that this requires access to an ftp program. Your site host should have directions for using ftp.
If you’re using an online ftp service through your host, you’ll do the first part there. When you log into WP again the theme will be a choice in the “design” tab.
