I think you meant to say “Change my theme” is this correct ?
If this is the case, then there are two way to install themes. The first is to brows your theme and install it from within the dashboard. The second is to create a directory in “wp-content/themes” and upload a set of files into it. In both cases you then activate the theme from Dashboard > Appearance > Themes.
Otherwise, there are within a theme files called “page templates”, sometimes “custom page templates”, if you were uploading one of these you would usually use either FTP or the file manager in your website hosting management panel.
If you can elaborate upon your question you will get better answers here.
My guess would be (if theme wont’ upload) is that the theme is zipped with other files (PSDs, etc).
Try unzipping the file and see if there are multiple folders in it. If so then zip only the theme folder and try uploading it.
