Unpack the theme into wp-content\themes, afterword you should have wp-content\themes\<theme-name>.
Then visit Appearance -> Themes in the WordPress Console to enable it.
If it’s in .zip format, you can upload it via the Themes section in the admin. Go to Appearance > Themes > Click “Add New”, then “Upload Theme.” You’ll get a dialog that will ask if you want to activate it.
What everyone else has already said is correct, but here is a link to a tutorial with pictures. It covers both how to install a wordpress theme dirrectly using your site and uploading to your site after you’ve downloaded it from somewhere else. Hope it helps.
https://www.siteground.com/tutorials/wordpress/install_themes.htm
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