God - this has been explained step by step so many times it's ridiculous!
Using FTP is about the most BASIC thing anyone having a website or blog needs to know in order to do anything with their site. Just about any FTP program worth it's salt (and I never heard of Core FTP) has step by step instructions included in the application download file. Did you bother to read it? Did you bother to search the Codex on how to use FTP?
You DOWNLOAD a theme to your PC and save it in a folder of your choice. You EXTRACT the theme, recursively, to a temporary folder of your choice. You READ the help or "readme" file every decent theme has in the download file. You start your FTP program and point it to the WP-CONTENT/THEMES folder. You point the the other panel of the FTP program to the theme folder you just extracted. You highlight that folder and send the entire folder and files to the WP-CONTENT/THEMES folder. The result has to be WP=CONTENT/THEMES/YOUR THEME for it to work. You usually have to set the file permissions (CHMOD) to 755 so they can be read and edited if necessary.
If you are unable to follow this simple procedure, you should be using WordPress.COM to host your site rather than WordPress.ORG self-hosted so none of this is an issue.