There are three ways to install a theme. Are you installing a free theme from WordPress.org, or a premium one from this store?
In your admin panel, go to Appearance -> Themes and click the “Add New” button. Type in the theme name in the search form and press the “Enter” key on your keyboard.
Click on the “Activate” button to use your new theme right away. Navigate to Appearance > Customize in your admin panel and customize to taste.
themename.zip file
themename.zip filewp-content folder and then the
themes folder.