if you mean a file that contains all html, no you cannot. sounds like you really need to do some reading:
http://codex.wordpress.org/Using_Themes#What_is_a_Theme.3F
Then, how can I fix it? and make it compatible with WordPress?
Is there a software available that allows me to easily upload my files(themes,plugins,etc.) instead of using the ‘upload one by one’ file manager used by my hosting site?
yes, its called using an ftp client.
http://codex.wordpress.org/FTP_Clients
is there any reason why YOU cant find this information?
yes, because i don’t know what is all that thing call.Sorry…