saving theme to site

<newbiequery>Oh dear, I know this is going to attract a storm of derisive comments but here goes: I’ve looked in many places, but I still can’t find an explanation of where, or how, to save a theme to a brand-new WP installation; or any installation for that matter.

I’ve a brand-new blog, new host/provider/WP-installation and have only just discovered WP, so I’m kind of feeling my way in in the dark. But I have excellent HTML/DHTML/PHP/MySQL/CSS credentials, so they’re going to help. Maybe… </newbiequery>

TIA,
zort