Unless you've setup a local FTP server on Ubuntu and have access through your network's firewall and port forwarding and all that good networking stuff setup, you won't be able to install themes from the WordPress admin. You'll have to download them manually.
1) Download and extract the theme. I usually download to my Downloads directory and extract them there. This should give you 1 folder that matches the name of the theme.
2) Move the extracted theme folder to your wp-content/themes folder.
3) Log into WordPress
4) Select the Appearance panel, then Themes.
5) From the Available Themes section, click on the Theme title (or Theme screenshot) for the Theme you wish to activate.
6) To activate the Theme click the Activate "Theme Name" link in the top right.