Uploading theme

Hi! This is my first WP site and I’m having difficulty uploading a theme that I purchased. When I downloaded the new theme upon purchase, I received 3 zip files. I uploaded one, but realized later that it was not the largest in size and now am worried that I uploaded the wrong file. When I went back to upload the largest zip file, it will not let me. Can you please let me know what I should do?
thank you.