Question about themes

I have been searching past posts and most say the same thing about uploading themes.
I have downloaded the theme I want and gone to my cpanel to the theme file and hit upload. It then prompts me to the file which I have already unzipped on my computer and when I go to upload the file I come up with a bunch of individual files in my theme file. I did not have this problem before so I must be forgetting a step or am I to upload each individual page within the file individually? ACK! I didn’t have to before. I did try uploading the zipped file to my themes and then unzipping it but when I go to my admin page it shows the prosence them but it is empty and unuseable. what am I forgetting in this process? thanks so much. I just want to play!
Traci