theme, how to upload???

Hey all
Heres another question from an un computer savvy client!
So Im trying to change my site theme….
I downloaded one of the free theme’s from wordpress to my desktop.
Now to import it for my web design, do I just copy and paste it into my theme editor?
When I open the new theme file, it looks like just a bunch of folders…do I copy and paste all of them?
Thanks