First, you need a tool for uploading theme files to your site, you can use filemanager from cPanel or any FTP clients.

Here is some good ones?:
FileZilla for windows.
Cyberduck for Mac.

Extract theme zipped file, then upload extracted theme folder to?/wp-content/themes/?directory on your site. so after upload you must have something like?/wp-content/themes/your_theme/